期刊論文1. | Schäl, M.(1994)。On Quadratic Cost Criteria for Option Hedging。Mathematics of Operations Research,19(1),121-131。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Gentle, D.(1993)。Basket Weaving。Risk,6(6),51-52。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Bacinello, A. R.、Ortu, F.(1993)。Pricing Equity-linked Life Insurance with Endogenous Minimum Guarantees。Insurance: Mathematics and Economics,12(3),245-257。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Boyle, P. P.、Schwartz, E. S.(1997)。Equilibrium Prices of Guarantees under Equity-linked Contracts。Journal of Risk and Insurance,44,639-680。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Milevsky, Moshe A.、Posner, Steven E.(2001)。The Titanic Option: Valuation of The Guaranteed Minimum Death Benefit in Variable Annuities and Mutual Funds。Journal of Risk and Insurance,68(1),93-128。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Møller, T.(1998)。Risk-minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts。ASTIN Bulletin,28,17-47。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Nonnenmacher, D. J. F.、Rub, J.(1999)。Arithmetic Averaging Equity-linked Life Insurance Policies in Germany。Insurance: Mathematics and Economics,25,23-35。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Schweizer, M.(1992)。Mean-variance Hedging for General Claims。The Annals of Applied Probability,2(1),171-179。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Schweizer, M.(1994)。Risk Minimizing Hedging Strategies under Restricted Information。Mathematical Finance,4,327-342。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Windcliff, H.、Forsyth, P. A.、Vetzal, K. R.(2001)。Valuation of Segregated Funds: Shout Options with Maturity Extensions。Insurance: Mathematics and Economics,29,1-21。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | 陳松男、鄭翔尹(20000100)。組合型權證的正確評價及避險方法。證券市場發展,11(4)=44,1-21。 延伸查詢![new window](/gs32/images/newin.png) |
12. | Aase, K. K.、Persson, S. A.(1994)。Pricing of Unit-Linked Life Insurance Policies。Scandinavia Actuarial Journal,1,26-52。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | Armstrong, M. J.(2001)。The Reset Decision for Segregated Fund Maturity Guarantees。Insurance: Mathematics and Economics,29,257-269。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Brennan, M. J.、Schwartz, E. S.(1976)。The Pricing of Equity-linked Life Insurance Policies with an Asset Value Guarantee。Journal of Financial Economics,3,195-213。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Brennan, Michael J.、Schwartz, Eduardo S.(1979)。Alternative Investment Strategies for the Issuers of Equity-Linked Life Insurance Policies with an Asset Value Guarantee。Journal of Business,52,63-93。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | Ekern, S.、Persson, S. A.(1996)。Exotic Unit-linked Life Insurance Contracts。The Geneva Papers on Risk and Insurance Theory,21,35-63。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
17. | Hardy, M. R.(2000)。Hedging and Reserving for Single-Premium Segregated Fund Contracts。North American Actuarial Journal,4(2),63-74。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | Møller, T.(2001)。Hedging Equity-Linked Life Insurance Contracts。North American Actuarial Journal,5(2),79-95。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Nielsen, J. A.、Sandmann, K.(1995)。Equity-linked Life insurance: A Model with Stochastic Interest Rates。Insurance: Mathematics and Economics,16,225-253。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | Nielsen, J. A.、Sandmann, K.(1996)。Uniqueness of the Fair Premium for Equity-linked Life Insurance Contracts。The Geneva Papers on Risk and Insurance Theory,21,65-102。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
21. | Schweizer, M.(199104)。Option Hedging for Semi-martingales。Stochastic Processes and Their Applications,37(2),339-363。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
22. | Schweizer, M.(1995)。Variance-optimal Hedging in Discrete Time。Mathematics of Operations Research,20,1-32。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
23. | Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |