[1] Pan J[J]. J. Financ. Ecno., 63, 3(2002).
[2] Eraker B, Johannes M, Polson N[J]. J. Financ., 58, 1269(2003).
[3] Broadie M, Chernov M, Johannes M[J]. J. Financ., 62, 1453(2007).
[4] Yang Z Y, Chen L N[J]. J. Econ. Res., 47, 61(2001).
[5] Duan J C, Zhang H[J]. J. Bank Financ., 25, 1989(2001).
[6] Wei J, Han L Y[J]. J. Appl. Stat. Manag., 33, 550(2016).
[7] Yang X L, Wang P[J]. J. Appl. Stat. Manag., 37, 162(2018).
[8] Bailey W, Stulz R M[J]. J. Financ. Quant. Anal., 24, 1(1989).
[9] Tan D D[J]. Stat. Inform. Forum, 23, 40(2008).
[10] Han L Y, Ye H, Li W[J]. Chinese J. Manag. Sci., 20, 23(2012).
[11] Fan P Y, Chen M[J]. Price Theor. Pract., 34, 96(2014).
[12] Dash J[J]. Quantitative Finance and Risk Management A Physicist’ s Approach, 499-638(2004).
[13] Baaquie B E[J]. J. Phys. I, 7, 1733(1997).
[14] Baaquie B E, Linetsky V[J]. Quantum Finance, 78-116(2004).
[J]. Computaitonal Ecomomics, 11, 129(1998).
[15] Baaquie B E, Coriano C, Srikant M[J]. Quant. Financ., 15, 333(2002).
[17] Baaquie B E, Corianò C, Srikant M[J]. Phys. A, 334, 531(2004).
[18] Baaquie B E[J]. Comput. Math. Appl., 65, 1665(2013).
[19] Rosa-Clot M, Taddei S[J]. Quant. Financ., 5, 123(1999).
[20] Kakushadze Z[J]. Quant. Financ., 15, 1759(2015).
[21] Issaka A, Sengupta I[J]. J. Appl. Math. Comput., 54, 159(2017).
[22] Ma C, Ma Q, Yao H, Hou T[J]. Phys. A, 494, 87(2018).
[23] Paolinelli G, Arioli G[J]. Phys. A, 517, 499(2018).
[24] Chen Z Q[J]. Acta Math. Sci., 23, 115(2003).
[25] Chen L M, Qiu W H[J]. Chinese J. Manag. Sci., 15, 12(2007).
[26] Wang P, Wei Y[J]. J. Manag. Sci. China, 17, 40(2014).
[27] Heston S L[J]. Rev. Financ. Stud., 6, 327(1993).
[28] Scott L O[J]. J. Financ. Quant. Anal., 22, 419(1987).
[29] Merville L J, Pieptea D R[J]. J. Financ. Econ., 24, 193(1989).
[30] Stein E M, Stein J C[J]. Rev. Financ. Stud., 4, 727(1991).
[31] Cox J, Ingersoll J, Ross S[J]. Econometrica, 53, 385(1985).
[32] , Chen D H[J]. Stochastic Calculus for Finance, 2, 192-193(2008).
[33] Yang A J, Jiang X J, Lin J G, Liu X X[J]. J. Appl. Stat. Manag., 35, 817(2016).
[34] Durrett R[J]. Essentials of Stochastic Processes, 223-250(2016).