| 期刊論文1. | Harrison, J. Michael、Pliska, Stanley R.(1981)。Martingales and Stochastic Integrals in the Theory of Continuous Trading。Stochastic Processes and Their Applications,11(3),215-260。 | 2. | Harrison, J. M.、Kreps, D. M.(1979)。Martingales and Arbitrage in Multiperiod Securities Markets。Journal of Economic Theory,20(3),381-408。 | 3. | Turnbull, Stuart M.、Wakeman, Lee MacDonald(1991)。A quick algorithm for pricing European average options。The Journal of Financial and Quantitative Analysis,26(3),377-389。 | 4. | Bouaziz, L.、Briys, E.、Crouhy, M.(1994)。The Pricing of Forward-starting Asian Options。Journal of Banking & Finance,18(5),823-839。 | 5. | Milevsky, M. A.、Posner, S. E.(1998)。Asian Options, the Sum of Lognormals, and the Reciprocal Gamma Distribution。Journal of Financial and Quantitative Analysis,33(3),409-422。 | 6. | Vorst, A. C. F.、Kemna, A. G. Z.(1990)。A Pricing Method for Options Based on Average Asset Values。Journal of Banking & Finance,14(May),113-129。 | 7. | Reiner, E.(1992)。Quanto Mechanics。Risk,5(3),59-63。 | 8. | Conze, A.、Viswanathan, M.(1991)。European Path Dependent Options: The Case of Geometric Averages。Finance,12,7-22。 | 9. | Levy, E.(1992)。Pricing European Average Rate Currency Rate Currency Options。Journal of International Money and Finance,11(5),474-491。 | 10. | Tsao, C. Y.、Chang, C. C.、Lin, C. G.(2003)。Analytic Approximation Formulate for Pricing Forward-Starting Asian Options。The Journal of Futures Markets,23(5),487-516。 | 圖書1. | Klebaner, Fima C.(1998)。Introduction to Stochastic Calculus with Applications。London:Imperial College Press, Inc.。 | 2. | Karatzas, Ioannis、Shreve, Steven E.(1991)。Brownian Motion and Stochastic Calculus。Springer-Varlag。 | 3. | Musiela, M.、Rutkowski, M.(1997)。Martingale Methods in Financial Modelling。Martingale Methods in Financial Modelling。Berlin, Germany/ Heidelberg, Germany/ New York, NY:Springer。 | 4. | Duffie, D.(1988)。Security Markets: Stochastic Models。New York, NY。 | |