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    • Stochastic Process
      • Time Changed Lévy Process
      • Composite Stochastic Process
      • R. C. Merton, 1976, Option pricing when underlying stock returns are discontinuous
      • S. Heston, 1993, Closed-form solution for options with stochastic volatility, with application to bond and currency options
      • D. B. Madan, P. Carr, and E. Chang, 1998, The variance gamma process and option pricing
      • P. Carr, H. Geman, D. B. Madan, and M. Yor, 2002, The Fine Structure of Asset Returns: An Empirical Investigation
      • S. G. Kou, 2002, A jump-diffusion model for option pricing
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