期刊論文1. | Boyle, P. P.(1986)。Option valuation using a three jump process。International Options Journal,3,7-12。 |
2. | Grant, D.、Vora, G.、Weeks, D.(1996)。Simulation and the early-exercise option problem。Journal of Financial Engineering,5(3),211-227。 |
3. | Reiner, E.、Rubinstein, M.(1991)。Breaking Down the Barriers。Risk Magazine,4(8),28-35。 |
4. | Ritchken, P.(1995)。On Pricing Barrier Options。Journal of Derivatives,3(2),19-28。 |
5. | Boyle, P. P.(1977)。Options: A Monte Carlo Approach。Journal of Financial Economics,4,323-338。 |
6. | Tilley, J. A.(1993)。Valuing American Options in a Path Simulation Model。Transactions of the Society of Actuaries,45,83-104。 |
7. | Schwartz, Eduardo S.(1977)。The Valuation of Warrants: Implementing a New Approach。Journal of Financial Economics,4(1),79-93。 |
8. | Barraquand, J.、Martineau, D.(1995)。Numerical Valuation of High Dimensional Multivariate American Securities。Journal of Financial and Quantitative Analysis,30(3),383-405。 |
9. | 張森林(20050300)。Monte Carlo Estimations of Greeks。臺灣金融財務季刊,6(1),1-10。 延伸查詢 |
10. | Black, F.、Scholes, M.(1973)。The pricing of options and corporate liability。Journal of Political Economics,81,399-417。 |
11. | Cen, Z.、Le, A.、Xu, A.(2013)。An Alternating-Direction Implicit Difference Scheme for Pricing Asian Options。Journal of Applied Mathematics,1-8。 |
12. | Du, K.、Liu, G.、Gu, G.(2013)。A Class of Control Variates for Pricing Asian Options under Stochastic Volatility Models。International Journal of Applied Mathematics,43(2),1-9。 |
13. | Moon, K. S.、Kim, H.(2013)。An Improved Binomial Method for Pricing Asian Options。Commun. Korean Math. Soc,28(2),397-406。 |
14. | Peng, B.、Han, Y.(2004)。A Study on The Binary Option Model And Its Pricing。Allied Academies International Conference,9(1),71-77。 |
15. | Turnball, S. M.、Wakeman, L. M.(1991)。Quick Algorithm for Pricing European Average Rate Options。Journal of Financial and Quantitative Analysis,26,377-389。 |
16. | Zhang, B.、Oosterlee, C. W.(2013)。Efficient Pricing of European-Style Asian Options under Exponential Levy Processes Based on Fourier Cosine Expansions。SIAM J. Financial Math,4,399-426。 |
17. | Cox, John C.、Ross, Stephen A.、Rubinstein, Mark(1979)。Option Pricing: A Simplified Approach。Journal of Financial Economics,7(3),229-263。 |
18. | Raymar, S.、Zwecher, M.(1997)。Monte Carlo Estimation of American Call Options on the Maximum of Several Stocks。The Journal of Derivatives,5(1),7-23。 |
19. | Reiner, E.、Rubinstein, M.(1991)。Unscrambling the Binary Code。Risk Magazine,4(9),75-83。 |