期刊論文1. | Smith, C. W. Jr.(1976)。Option Pricing: A Review。Journal of Financial Economics,3(1),3-51。 |
2. | 陳文魁(19850100)。Down-Side Risk Option Pricing Model。管理科學學報,2(1),129-139。 延伸查詢 |
3. | Cox, J.、Ross, S.(1976)。The Valuation of Options for Alternate Stochastic Processes。Journal of Financial Economics,3(1/2),145-166。 |
4. | Merton, R.(1973)。Theory of Rational Option Pricing。The Bell Journal of Economics and Management Science,4(1),141-183。 |
5. | Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。 |
6. | Markowitz, Harry M.(1952)。Portfolio Selection。The Journal of Finance,7(1),77-91。 |