期刊論文1. | Ritchken, P.(1995)。On Pricing Barrier Options。Journal of Derivatives,3(2),19-28。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Cheuk, T.、Vorst, T.(1996)。Complex Barrier Options。Journal of Derivatives,4(1),8-12。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Derman, E.、Kani, I.、Ergener, D.、Bardhan, I.(1995)。Enhanced Numerical Methods for Options with Barriers。Financial Analysts Journal,51(6),65-74。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | 黃達業(19951000)。新奇選擇權(Exotic Options)之探討。臺灣證券,47,1-25。 延伸查詢![new window](/gs32/images/newin.png) |
5. | 張佳祥、廖益誠(19990901)。回顧型重設認購權證之金融創新--「最低價重設、無限層保護」。寶來金融創新雙月刊,8。 延伸查詢![new window](/gs32/images/newin.png) |
6. | 陳威光(19980100)。認購權證價格之探討。元大期貨,5,57-64。 延伸查詢![new window](/gs32/images/newin.png) |
7. | 張傳章(19970800)。新奇選擇權。證券暨期貨管理,15(8),1-19。 延伸查詢![new window](/gs32/images/newin.png) |
8. | White, H.(1989)。Learning in Artificial Neural Networks Statistical Perspective。Neural computation,1,425-469。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | 張佳祥(19990101)。重設型認購權證之簡介。寶來金融創新雙月刊,10,58-62。 延伸查詢![new window](/gs32/images/newin.png) |
10. | Hanke, M.(1999)。Neural Networks vs. Black-Scholes: An Empirical comparison of The Pricing Accuracy of Two Fundamentally Different Option Pricing Methods。Journal of Computational Intelligence in Finance,7(1),26-34。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Boyle, P.、Lau, S. H.(1994)。Bumping Up Against the Barrier with the Binomial Method。Journal of Derivatives,1,6-14。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Cox, John C.、Ross, Stephen A.、Rubinstein, Mark(1979)。Option Pricing: A Simplified Approach。Journal of Financial Economics,7(3),229-263。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | Lajbcygier, P.、Boek, C.、Flitman, A.、Palaniswami, M.(199611)。Comparing Conventional and Artificial Neural Network Models for The Pricing of Options on Futures。Neurovest Journal,4,16-24。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |