主要参考文献 Barndorff-Nielsen O E, Shephard N. Financial volatility, Levy processes and power variation. In: Lecture Notes for Advanced Course of Mathematical Finance: Further Models, presented at the Euro Summer School on Mathematical Finance - 2002, Universitat Autonoma de B ...
参考文献: N. C. Petroni, Selfdecomposability and selfsimilarity: A concise primer, Physica A: Statistical Mechanics and its Applications, vol. 387, pp. 1875-1894, 2008. 需要翻译的内容: 文献 的第1, 2.1, 2.3, 2.4部分