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2. | Brace, Alan、Gatarek, Dariusz、Musiela, Marek(1997)。The Market Model of Interest Rate Dynamics。Mathematical Finance,7(2),127-155。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Bacinello, A. R.、Persson, S. A.(2002)。Design and Pricing of Equity--Linked Life Insurance under Stochastic Interest Rate。Journal of Risk Finance,3(2),6-21。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Bacinello, A. R.(2005)。Endogenous Model of Surrender Conditions in Equit--Linked Life Insurance。Insurance: Mathematics and Economics,37,270-296。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Bacinello, A. R.、Ortu, F.(1993)。Pricing Equity-linked Life Insurance with Endogenous Minimum Guarantees。Insurance: Mathematics and Economics,12(3),245-257。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Brennan, M. J.、Schwartz, E. S.(1976)。The Pricing of Equity-linked Life Insurance Policies with an Asset Value Guarantee。Journal of Financial Economics,3,195-213。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Nielsen, J. A.、Sandmann, K.(1995)。Equity-linked Life insurance: A Model with Stochastic Interest Rates。Insurance: Mathematics and Economics,16,225-253。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Boyle, P.(1977)。Options: A Monte Carlo Approach。Journal of Financial Economics,4(3),323-338。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Albizzati, M. O.、Geman. H.(1994)。Interest Rate Management and Valuation of the Surrender Option in Life Insurance Policies。Journal of Risk and Insurance,61(4),616-637。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Hull, J.、White, A.(1990)。Pricing Interest Rate Derivative Securities。The Review of Financial Studies,3,573-592。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Longstaff, F. A.、Schwartz, E. S.(2001)。Valuing American Option by Simulation: A Simple Least-Squares Approach。The Review of Financial Studies,14(1),113-148。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Persson, S. A.、Aase, K. K.(1997)。Valuation of Minimum Guaranteed Return Embedded in Life Insurance Products。Journal of Risk and Insurance,64(4),599-617。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | Turnbull, S. M.、Wakeman, L. M.(1991)。Quick Algorithm for Pricing European Average Options。Journal of Financial and Quantitative Analysis,26,377-389。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Vorst, A. C. F.(1992)。Pricing and Hedge Ratios of Average Exchange Rate Options。International Review of Financial Analysis,1,179-193。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Wu, T. P.、Chen, S. N.(2007)。Equity Swaps in a Libor Market Model。The Journal of Futures Markets,27(9),893-920。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | Heath, David C.、Jarrow, Robert A.、Morton, Andrew J.(1992)。Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation。Econometrica,60(1),77-105。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
17. | 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) |
18. | 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) |
19. | Vasicek, Oldrich Alfonso(1977)。An Equilibrium Characterization of the Term Structure。Journal of Financial Economics,5(2),177-188。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | Cox, John C.、Ross, Stephen A.、Rubinstein, Mark(1979)。Option Pricing: A Simplified Approach。Journal of Financial Economics,7(3),229-263。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |