ACKNOWLEDGEMENT

The author is very grateful to authors of references and Professor Chen Cai and Professor Wei-xuan Xu of Chinese Academy of Sciences for paying attention to researches about partial distribution. Also, the author would like to express the appreciation for each of experts who read this discussed draft.

REFERENCES

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[10] Davis A. and M.H.A General Option Pricing Formula, Preprint, Imperial College, London (1994).

[11] Eberlein E. and J. Jacod. On the range of options prices. Finance and Stochastics 1, 131. (1997).

[12] Hagen Kleinert. Option Pricing from Path Integral for Non-Gaussian Fluctuations. arXiv:cond-mat/0202311, vo1.19, Feb, 2002

[13] Tian, Y. A modified lattice approach to option pricing Journal of Futures Markets, textbf13(1993), 563–577

[14] Tian, Y. A Flexible binomial Option Pricing Model, Journal of Futures Markets(1999), 817–843.

[15] Villani, D. and A. E. Ruckenstein. Looking Forward to Pricing Options from Binomial Trees, working paper, Rutgers University, 2000.

Prof. Feng Dai

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