| 期刊論文| 1. | Grünbichler, Andreas、Longstaff, F. A.(1996)。Valuing Futures and Options on Volatility。Journal of Banking and Finance，20(6)，985-1001。   | | 2. | Alexander, G.、Stutzer, M.(1996)。A Graphical Note on European put thetas。Journal of Futures Markets，16，201-209。 | | 3. | Emery, D. R.、Guo, W.、Su, T.(2008)。A Closer Look at Black--Scholes Option Thetas。Journal of Economics and Finance，32，59-74。 | | 4. | Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy，81(3)，637-654。 | 圖書| 1. | Cox, John C.、Rubinstein, Mark(1985)。Options Markets。Englewood Cliffs, NJ：Prentice Hall。 | | 2. | Edwards, F. R.、Ma, Cindy W.(1992)。Futures and Options。NY：McGraw-Hill。 | | 3. | Arditti, F. D.(1996)。Derivatives: A Comprehensive Resource for Options, Futures, Interest Rate Swaps, and Mortgage Securities。Boston：Harvard Business School Press。 | | 4. | Chance, D. M.(1995)。An Introduction to Derivatives。Fort Worth：Dryden Press。 | | 5. | Hull, J. C.(2012)。Options, Futures, and Other Derivatives。Pearson Education Limited。 | | 6. | Jarrow, R. A.、Chatterjea, A.(2013)。An Introduction to Derivative Securities, Financial Markets, and Risk Management。W. W. Norton & Company。 | | 7. | Kolb, Robert W.、Overdahl, James A.(2007)。Futures, Options, and Swaps。MA：Blackwell Publishing。 | | 8. | Marshall, J. F.(1989)。Futures and Option Contracting: Theory and Practice。Cincinnati：South-Western Publishing Co.。 | | 9. | Ritchken, P.(1996)。Derivatives: Theory, Strategy, and Applications。Harper Collins College Publishers。 | 其他| 1. | Negative time value of European options，https://quant.stackexchange.com/questions/17864/negative-time-value-european-options。 | | 2. | Negative time value of put option，https://math.stackexchange.com/questions/2131940/negative-time-value-of-put-option。 | |