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主要参考文献
[1] Barndorff-Nielsen O E, Shephard N. Normal modified stable processes[J]. Theory Prob.
Math. Statist. 2001, 65: 1-19.
[2] Zhang Shibin. Simulation of non-Gaussian OU-based stochastic volatility models. In: Ai, C., Wu, D. (Eds.), Proceedings of the International Symposium on Financial Engineering and Risk Management 2008: 234-238. (ISBN: 978-0-9783484-6-5)
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