| 期刊論文1. | Carr, P.、Wu, L.(2003)。The Finite Moment Log Stable Processes and Option Pricing。Journal of Finance,58,753-777。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Jarrow, R.、Rudd, A.(1982)。Approximation Option Valuation for Arbitrary Stochastic Process。Journal of Financial Economics,10,247-269。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Mandelbrot, B.(1963)。The Variation of Certain Speculatives Prices。Joumal of Business,36,394-419。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Bakshi, G.、Cao, C.、Chen, Z.(1997)。Empirical Performance of Alternative Option Pricing Models。Journal of Finance,52(5),2003-2049。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 5. | Fama, E. F.(1965)。The behavior of stock market prices。Journal of Business,38(1),34-105。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 6. | Dumas, Bernard、Fleming, Jeff、Whaley, Robert E.(1998)。Implied Volatility Functions: Empirical Tests。Journal of Finance,53(6),2059-2106。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 7. | 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) | 研究報告1. | Backus, D.、Foresi, S.、Wu, L.、Li, K.(1996)。Accounting for Biases in Black-Scholes。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 學位論文1. | 柯政宏(2004)。CBOE新編VIX指數於台指選擇權及實現波動度預測上之應用(碩士論文)。銘傳大學。 延伸查詢![new window](/gs32/images/newin.png) | 圖書1. | Schoutens, Wim(2003)。Lévy Processes in Finance: Pricing Financial Derivatives。John Wiley & Sons, Inc.。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 單篇論文1. | Christoffersen, P.,Jacobs, K.。The Importance of the Loss Function in Option Valuation,McGill University:CIRANO。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | |