[1] Peter G. Zhang, Exotic Options, World Scientific Publishing Co.
Pte. Ltd., Singapore, (1997), 597-604.
[2] Stampfli Joseph and Goodman Victor, The Mathematics of Finance:
Modeling and Hedging, Machinery Industry Press, Beijing, (2003),
30-32.
[3] Hongyan Zhang and Gun Li, The pricing formula of European compound
options, Mathematics in Economics 22(4) (2005), 384-388.
[4] Lili Qian, Jun Chai and Guifeng Deng, Actuarial pricing of
compound options, Statistics and Decision 18 (2009), 59-60.
[5] Hull John, Options, Futures, and other Derivatives (Fifth
Edition), Tsinghua University Press, Beijing, (1997), 262-264.
[6] Chunmei Mao and Wenjie Dong, Continuous dividend stock option
pricing model, Popular Science & Technology 16(183) (2014),
247-249.
[7] Xuehui Bi and Xueqiao Du, An actuarial approach to compound option
pricing, Journal of Hefei University of Technology 8(31) (2008),
1343-1346.
[8] Zhi Fang, Chuanjiang He and Yan Wang, Compound option pricing on
fractional jump-diffusions, Mathematics in Practice and Theory 41(12)
(2011), 6-14.
[9] Shucai Yang, Hong Xue and Yingzhen Xue, Compound option pricing
under Ornstein-Uhlenbeck process, Journal of Xi’an Polytechnic
University 28(3) (2014), 376-380.
[10] Hanyan Lin, Compound option pricing in a fractional Brownian
motion environment, Journal of Central China Normal University
(nat.sci.) 49(1) (2015), 7-10.
[11] Songnan Chen, Financial Engineering, Fudan University Press,
Shanghai, (2000), 151-161.
[12] Lishang Jiang, Mathematical Modeling and Method of Option
Pricing, Higher Education Press, Beijing, 2003.