| 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. | Derman, E.、Ergener, D.、Kani, I.(1995)。Static Options Replication。Journal of Derivatives,2(4),78-95。 | 3. | Reiner, E.、Rubinstein, M.(1991)。Breaking Down the Barriers。Risk Magazine,4(8),28-35。 | 4. | Ritchken, P.(1995)。On Pricing Barrier Options。Journal of Derivatives,3(2),19-28。 | 5. | 鄭偉仁、張曙光(2000)。The Analytics of Reset Options。The Journal of Derivatives,8(1),59-71。 | 6. | Hull, John C.、White, Alan D.(1993)。Efficient procedures for valuing European and American path-dependent options。Journal of Derivatives,1(1),21-31。 | 7. | Derman, E.、Kani, I.、Ergener, D.、Bardhan, I.(1995)。Enhanced Numerical Methods for Options with Barriers。Financial Analysts Journal,51(6),65-74。 | 8. | Carr, P. P.、Ellis, K.、Gupta, V.(1998)。Static hedging of exotic options。Journal of Finance,53(3),1165-1190。 | 9. | Gray, S. F.、Whaley, R. E.(1997)。Valuing S&P 500 Bear Market Warrants with a Periodic Reset。The Journal of Derivatives,5(1),99-106。 | 10. | Heynen, R. C.、Kat, H. M.(1994)。Partial Barrier Options。Journal of Financial Engineering,3,253-274。 | 11. | 薛立言、郭柏宏(1998)。重設認購權證的設計與評價。中國財務學刊,6(2),1-18。 延伸查詢 | 圖書1. | Strickland, C.、Clewlow, L.(1998)。Implementing Derivatives Models。John Wiley & Sons, Inc.。 | 2. | Strickland, C.、Clewlow, L.(1997)。Exotic Options: The state of the art。Exotic Options: The state of the art。London, UK:International Thomson Business Press。 | 3. | Zhang, P. G.(1998)。Exotic Options: A Guide to Second Generation Options。World Scientific。 | 4. | Hull, John C.(1997)。Options, Futures, and Other Derivatives。Upper Saddle River, NJ:Prentice-Hall Inc.。 | |