1. Bachelier, L.J.B.A. (1900). Thêorie de la Speculation. Gauthier-Villars, Paris.
2. Black, F. and Scholes, M. (1973). The pricing of options and corporate liabilities. J. Political Economy 81, 637–659.
3. Mandelbrot, B.B. (1963). The variation of certain speculative prices. J. Business 36, 394–419.
4. Lect. Notes in Economics and Math. Systems;F.X. Diebold,1989
5. Akgiray, V. and Booth, G.G. (1988). The stable-law model of stock returns. J. Business & Economic Statistics 6, 51–57.