中国科学院数学与系统科学研究院期刊网
The family of GARCH European option pricing model under the fractional Brownian motion with time-varying Hurst index
SHI Yongdong, CHENG Hang, WANG Guangtao
Systems Engineering - Theory & Practice . 2017, (10): 2527 -2538 .  DOI: 10.12011/1000-6788(2017)10-2527-12