| 期刊論文| 1. | Derman, E.、Kani, I.(1998)。Stochastic Implied Trees: Arbitrage Pricing with Stochastic term and Strike Structure of Volatility。International Journal of Theoretical and Applied Finance，1(1)，61-110。   | | 2. | Merton, Robert C.(1973)。Rational Theory of Option Pricing。Bell Journal of Economics and Management Science，4，141-183。 | | 3. | Aït-Sahalia, Y.、Lo, Andrew W.(1998)。Nonparametric Estimation of State-price Densities Implicit in Financial Asset Prices。The Journal of Finance，53(2)，499-547。 | | 4. | Campa, Jose M.、Chang, P. H. Kevin、Reider, Robert L.(1998)。Implied Exchange Rate Distributions: Evidence from OTC Option Markets。Journal of International Money and Finance，17，117-160。 | | 5. | Aït-Sahalia, Y.、Lo, A. W.(2000)。Nonparametric Risk Management and Implied Risk Aversion。Journal of Econometrics，94(1/2)，9-51。 | | 6. | Derman, E.、Kani, I.(1994)。Riding on a Smile。Risk，7(2)，18-20。 | | 7. | Dumas, Bernard、Fleming, Jeff、Whaley, Robert E.(1998)。Implied Volatility Functions: Empirical Tests。Journal of Finance，53(6)，2059-2106。 | | 8. | Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy，81(3)，637-654。 | | 9. | Cox, John C.、Ross, Stephen A.、Rubinstein, Mark(1979)。Option Pricing: A Simplified Approach。Journal of Financial Economics，7(3)，229-263。 | | 10. | Aït-Sahalia, Yacine、Wang, Yubo、Yared, Francis。Do Option Markets Correctly Price the Probabilities of Movement of the Underlying Asset?。Journal of Econometrics，102，67-110。 | | 11. | Bahra, Bhupinder。Implied Risk-neutral Probability Density Functions from Option Prices: Theory and Application。Bank of England Working Paper Series。 | | 12. | Banz, Rolf、Miller, Merton。Prices for State-contingent Claims: Soine Estimates and Applications。Journal of Business，51，653-672。 | | 13. | Barle, Stanko、Cakici, Nusret。Growing a Smiling Tree。Risk，8，76-81。 | | 14. | Bates, David S.(1997)。The Skewness Premium: Option Pricing under Asymmetric Processes。Advances in Futures and Options Research，9，51-82。 | | 15. | Breeden, Douglas T.、Litzenberger, Robert H.(1978)。Prices of State-contingent Claims Implicit in Options Prices。Journal of Business，51，521-651。 | | 16. | Chriss, Neil A.。Transatlantic Trees。Risk，9，7-7。 | | 17. | Jackwerth, Jens Carsten。Generalized Binomial Trees。Journal of Derivatives，5，7-17。 | | 18. | Lim, Kian Guan、Zhi, , Da。Pricing Options Using Implied Trees: Evidence from FTSE-100 Options。Journal of Futures Markets，22，601-626。 | | 19. | Ross, Stephen。Options and Efficiency。Quarterly Journal of Economics，90，75-89。 | | 20. | Rubinstein, Mark。Implied Binomial Trees。Journal of Finance，49，771-818。 | 圖書| 1. | Härdle, Wolfgang。Applied Nonparametric Regression。Applied Nonparametric Regression。London, UK。 | | 2. | Härdle, Wolfgang、Müller, Marlene、Sperlich, Stefan、Werwartz, Axel。Non- and Semiparametric Modeling。Non- and Semiparametric Modeling。New York, NY。 | | 3. | Rebonato, Riccardo。Volatility and Correlation。Volatility and Correlation。New York, NY。 | |