| 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. | Reiner, E.、Rubinstein, M.(1991)。Breaking Down the Barriers。Risk Magazine，4(8)，28-35。 | | 3. | Ritchken, P.(1995)。On Pricing Barrier Options。Journal of Derivatives，3(2)，19-28。 | | 4. | Boyle, Phelim P.(1977)。Options: A Monte Carlo Approach。Journal of Financial Economics，4(3)，323-338。 | | 5. | Figlewski, S.、Gao, B.(1999)。The Adaptive Mesh Model: A New Approach to Efficient Option Pricing。Journ al of Financial Economics，53(3)，313-351。 | | 6. | Merton, Robert C.(1973)。Theory of Rational Option Pricing。Bell Journal of Economics and Management Science，4(1)，141-183。 | | 7. | Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy，81(3)，637-654。 | | 8. | Cox, John C.、Ross, Stephen A.、Rubinstein, Mark(1979)。Option Pricing: A Simplified Approach。Journal of Financial Economics，7(3)，229-263。 | 圖書| 1. | 謝劍平(2006)。金融創新--財務工程的實務奧秘。智勝文化。 延伸查詢 | | 2. | Hull, John C.(2004)。Fundamentals of Futures and Options Markets。Prentice-Hall International, Inc。 | | 3. | Srael(1996)。The Handbook of Exotic Option。Irwin Professional Publishing。 | | 4. | 劉宗聖、歐宏杰(2004)。結構型商品實務與應用。證基會。 延伸查詢 | | 5. | Das, S.(2001)。Structured Products and Hybrid Securities。John Wiley & Sons (Asia) Pte. Ltd.。 | | 6. | Haug, E. G.(1997)。The Complete Guide to Option Pricing Formulas。New York, NY：McGraw-Hill Book Co.。 | | 7. | Kat, H. M.(2001)。Structured Equity Derivatives: The Definitive Guide to Exotic Options and Structured Notes。Wiley。 | | 8. | Knop, S.(2002)。Structured Products。Wiley。 | | 9. | Hull, John C.(2006)。Options, Futures, and Other Derivatives。Upper Saddle River, New Jersey：The Pearson Press。 | |