| 期刊論文| 1. | Chen, Z.、Glasserman, P.(2008)。Fast Pricing of Basket Default Swaps。Operations Research，56(2)，286-303。   | | 2. | Chiang, M.-H.、Yueh, M.-L.、Hsieh, M.-H.(2007)。An efficient algorithm for basket default swap valuation。Journal of Derivatives，15(2)，8-19。 | | 3. | Heidelberger, P.(1995)。Fast simulation of rare events in queueing and reliability models。ACM Transactions on Modeling and Computer Simulation，5(1)，43-85。 | | 4. | Asmussen, S.、Blanchet, J.、Juneja, S.、Rojas-Nandayapa, L.(2011)。Efficient Simulation of Tail Probabilities of Sums of Correlated Lognormals。Annals of Operations Research，189(1)，5-23。 | | 5. | Joshi, M.、Kainth, D.(2004)。Rapid and Accurate Development of Prices and Greeks for N-th to Default Credit Swaps in the Li model。Quantitative Finance，4(3)，266-275。 | | 6. | Juneja, S.(2007)。Estimating Tail Probabilities of Heavy Tailed Distributions with Asymptotically Zero Relative Error。Queueing Systems，57(2)，115-127。 | 會議論文| 1. | Blanchet, J.、Juneja, S.、Rojas, L.(2008)。Efficient Tail Estimation for Sums of Correlated Lognormals。The 2008 Winter Simulation Conference。Miami, FL。 | 圖書| 1. | Asmussen, S.、Glynn, P.(2007)。Stochastic Simulation: Algorithms and Analysis。Springer。 | | 2. | Strang, G.(2009)。Introduction to Linear Algebra。Wellesley, MA：Wellesley-Cambridge Press。 | |