期刊論文1. | Angrist, Stanley(1991)。Obscure CVRs Offer Low-Risk Profits。The Wall Street Journal,1991(Mar.),C1。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Boyle, P.(1977)。Options: A Monte-Carlo Approach。Journal of Financial Economics,1977(May),232-338。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Longstaff, Francis A.(1990)。Pricing Options with Extendible Maturities: Analysis and Applications。Journal of Finance,40,935-957。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Ritchken, Peter、Sankarasubramanian, L.、Vijh, Anand M.(1990)。Averaging Options for Capping Total Costs。Financial Management,19,35-41。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Merton, Robert C.(1973)。Theory of Rational Option Pricing。Bell Journal of Economics and Management Science,4(1),141-183。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Geske, Robert(1979)。The Valuation of Compound Options。The Journal of Financial Economics,7(1),63-81。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Cox, John C.、Ross, Stephen A.(1976)。The Valuation of Options for Alternative Stochastic Processes。Journal of Financial Economics,3(1/2),145-166。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |