期刊論文1. | Brennan, M. J.、Schwartz, E. S.(1985)。Evaluating Natural Resource Investments。Journal of Business,58(2),135-158。 |
2. | Hull, John C.、White, A.(1987)。The Pricing of Options on Assets with Stochastic Volatilities。Journal of Finance,42(2),281-300。 |
3. | Fischer, S.(1978)。Call Option Pricing When the Exercise Price Is Uncertain and the Valuation of Index Bonds。The Journal of Finance,33(1),169-176。 |
4. | Pindyck, Robert S.(1991)。Irreversibility, uncertainty, and investment。Journal of Economic Literature,29(3),1110-1148。 |
5. | Wiggins, J. B.(1987)。Option Values Under Stochastic Volatility Theory and Empirical Estimates。Journal of Financial Economics,19(2),351-372。 |
6. | Scott, L. O.(1987)。Option Pricing When the Variance Changes Randomly: Theory, Estimation, and an Application。Journal of Financial and Quantitative Analysis,22(4),419-438。 |
7. | Longstaff, Francis A.(1990)。Pricing options with extendible maturities: Analysis and applications。Journal of Finance,45,935-957。 |
8. | Kutner, G.(1988)。Black-Scholes Revisited: Some Important Details。The Financial Review,23(1),95-104。 |
9. | Finucane, T.(1989)。Black-Scholes Approximations of Call Option Prices with Stochastic Volatilities: A Note。Journal of Financial and Quantitative Analysis,24(4),527-532。 |
10. | Garven, J. R.(1986)。A Pedagogic Note on the Derivation of the Black Scholes Option Pricing Formula。The Financial Review,21,337-344。 |
11. | Marcus, Alan J.、Modest, D.(1986)。The Valuation of A Random Number of Put Options: An Application to Agricultural Price Supports。Journal of Financial and Quantitative Analysis,21,73-86。 |
12. | Merton, Robert C.(1977)。An Analytical Derivation of the Cost of Deposit Insurance and Loan Guarantees: An Application of Modern Option Pricing Theory。Journal of Banking and Finance,1,3-11。 |
13. | Merton, Robert C.(1973)。Theory of Rational Option Pricing。Bell Journal of Economics and Management Science,4(1),141-183。 |
14. | Rabinovitch, Ramon(1989)。Pricing stock and bond options when the default free rate is stochastic。Journal of Financial and Quantitative Analysis,24(4),447-457。 |
15. | Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。 |
16. | Black, F.(1989)。How We Came Up with the Option Formula。The Journal of Portfolio Management,15(2),4-8。 |