BLACK F， SCHOLES M. The pricing of options and corporate liabilities[J]．Journal of Political Economy，1973，81(2)：637-659.？
[2]
BOX G, JENKINS G, REINSEL G. Time series analysis: Forecasting and control[M].3rd ed. New Jersey: Prentice Hall, 2003：236-239.？
[3]
BOX G, PIERCE D. Distribution of residuan antocorrelations in autore？gressive？integrated moving average time series models[J]. Journal of the American Statistical Association, 1970,29（3）: 1509-1526.？
[4]
BOLLERSLEY T. Generalized autoregressive conditional heteroskedasticity[J]. Journal of Econometrics, 1986, 31(1): 307-327.？
[5]
BARONE A， ENGLE G, MANCNI R. GARCH options in incomplete markets[C]// NCCR？FinRisk,Zurich: University of Zurich, 2004: 155.？
[6]
LLOYD B. Power exchange options[J]. Finance Research Letters, 2005，18（2）:97-106. ？
[7]
ALEXANDDRA B, REG K. GARCH option pricing: a semiparametric approach[J]. Insurance: Mathematics and Economics, 2008,43 (2):69-84.？
[8]
ESSER A. General valuation principles for arbitrary payoffs and application to power options under stochastic volatility models[J]. Financial Markets and Portfolio Management,2003, 17(1):351-372.？
[9]
ALISON E． A course in financial calculus[M]．Beijing：Post & Telecom Press，2006：108-122.？
[10]
GERBER U.Actuarial bridges to dynamic hedging and option pricing[J]．Insurance，Mathematics and Economics，1996，18(1):183-218.？
