期刊論文| 1. | Boyle, P. P.、Lau, S. H.(1996)。Bumping Up Against the Barrier with the Binomial Method。Journal of Derivatives，1(4)，6-14。   |
| 2. | Ritchken, P.(1995)。On Pricing Barrier Options。Journal of Derivatives，3(2)，19-28。 |
| 3. | Bakshi, Gurdip、Cao, Charles、Chen, Zhiwu(1997)。Empirical Performance of Alternative Option Pricing Models。Journal of Finance，52(5)，2003-2049。 |
| 4. | Nelson, Daniel B.、Ramaswamy, Krishna(1990)。Simple binomial processes as diffusion approximations in financial Models。The Review of Financial Studies，3(3)，393-430。 |
| 5. | Boyle, Phelim P.(1988)。A lattice framework for option pricing with two state variables。Journal of Financial and Quantitative Analysis，23(1)，1-12。 |
| 6. | Hull, John C.、White, A.(1987)。The Pricing of Options on Assets with Stochastic Volatilities。Journal of Finance，42(2)，281-300。 |
| 7. | Engle, R. F.(1982)。Autoregressive Conditional Heteroske- dasticity with Estimates of the Variance of U.K. Inflation。Econometrica，50(4)，987-1008。 |
| 8. | Cheuk, T.、Vorst, T.(1996)。Complex Barrier Options。Journal of Derivatives，4(1)，8-12。 |
| 9. | Derman, E.、Kani, I.、Ergener, D.、Bardhan, I.(1995)。Enhanced Numerical Methods for Options with Barriers。Financial Analysts Journal，51(6)，65-74。 |
| 10. | Duan, J.-C.(1995)。The GARCH Option Pricing Model。Mathematical Finance，5(1)，13-32。 |
| 11. | Merton, Robert C.(1973)。Theory of Rational Option Pricing。Bell Journal of Economics and Management Science，4(1)，141-183。 |
| 12. | Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy，81(3)，637-654。 |
| 13. | Cox, John C.、Ross, Stephen A.、Rubinstein, Mark(1979)。Option Pricing: A Simplified Approach。Journal of Financial Economics，7(3)，229-263。 |
| 14. | Scott, L.(1996)。Reference Checks: A Bibliography of Exotic Options Models。The Journal of Derivatives，Spring，65-78。 |
| 15. | Hull, J.、White, A.(1990)。Valuing Derivative Securities Using the Explicit Finite Difference Method。Journal of Financial and Quantitative Analysis，25(1)，87-100。 |
| 16. | Boyle, P. P.、Tian, Y. S.(1999)。Pricing Lookback and Barrier Option under the CEV Process。Journal of Financial and Quantitative Analysis，34(June)，241-264。 |
| 17. | Cox, J. C.(1996)。The Constant Elasticity of Variance Option Pricing Model。The Journal of Portfolio Management，22，15-17。 |
| 18. | Hilliard, J. E.、Schwartz, A.(1996)。Binomial Option Pricing Under Stochastic Volatility and Correlated State Variables。The Journal of Derivatives，23-39。 |
| 19. | Hull, J.、White, A.(1988)。An Analysis of the Bias in Option Pricing Caused by Stochastic Volatility。Advances in Futures and Options Research，3，27-61。 |
| 20. | Kamrad, B.、Ritchken, P.(1991)。Multinomial Approximating Models for Options with k-State Variables。Management Science，37(12)，1640-1652。 |
| 21. | Rubinstein, Mark(1976)。The Valuation of Uncertain Income Streams and the Pricing of Options。The Bell Journal of Economics，7(2)，407-425。 |