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7. | Castillo-Ramirez, A.(1999)。An application of natural resource evaluation using a simulation-dynamic programming approach。Journal of Computational Finance,3,91-107。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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11. | Longstaff, F. A.、Schwartz, E. S.(2001)。Valuing American Options by Simulation: A Simple Least-Square Approach。The Review of Financial Studies,14,113-147。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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13. | Tilley, J. A.(1993)。Valuing American Options in a Path Simulation Model。Transactions of the Society of Actuaries,45,83-104。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Schwartz, E. S.(1997)。The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging。Journal of Finance,52(3),923-973。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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18. | Trigeorgis, L.、Mason, S. P.(1987)。Valuing Managerial Flexibility。Midland Corporate Finance Journal,5(1),14-21。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Black, F.、Scholes, M.(1973)。The Pricing of Options &Corporate Liabilities。Journal of Political Economy,81,637-659。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | Barraquand, J.、Martineau, D.(1995)。Numerical Valuation of High Dimensional Multivariate American Securities。Journal of Financial and Quantitative Analysis,30,383-405。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
21. | Raymar, S. B.、Zwecher, M. J.(1997)。A Monte Carlo Valuation of American Call Options On the Maximum of Several Stocks。Journal of Derivatives,5,7-23。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
22. | Chan, Kalok C.、Karolyi, George Andrew、Longstaff, Francis A.、Sanders, Anthony B.(1992)。An Empirical Comparison of Alternative Models of the Short-term Interest Rate。Journal of Finance,47(3),1209-1227。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
23. | Merton, Robert C.(1973)。Theory of Rational Option Pricing。Bell Journal of Economics and Management Science,4(1),141-183。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
24. | Cox, John C.、Ingersoll, Jonathan E. Jr.、Ross, Stephen A.(1985)。A Theory of the Term Structure of Interest Rates。Econometrica,53(2),385-407。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
25. | Myers, Stewart C.(1977)。Determinants of Corporate Borrowing。Journal of Financial Economics,5(2),147-175。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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