期刊論文1. | Kemna, Angelien G. Z.、Vorst, Antonius C. F.(1990)。A pricing method for options based on average asset values。Journal of Banking and Finance,14(1),113-129。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Chen, A. H.、Chen, K. C.、Laiss, Barry(1993)。Pricing Contingent Value Rights: Theory and Practice。Journal of Financial Engineering,2,155-174。 ![](/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,45,935-957。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Finnerty, John D.(1988)。Financial Engineering in Corporate Finance: An Overview。Financial Management,17(4),14-33。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | 陳仁遶、魏國強(19940700)。The Pricing of Contingent Value Rights and the Firm's Extension Decision。中國財務學刊,2(1),105-125。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Levy, Edmond(1992)。Pricing European Average Rate Currency Options。Journal of International Money and Finance,11(5),474-491。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Margrabe, William(1978)。The Value of an Option to Exchange One Asset for Another。The Journal of Finance,33(1),177-186。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Turnbull, Stuart M.、Wakeman, Lee MacDonald(1991)。A quick algorithm for pricing European average options。The Journal of Financial and Quantitative Analysis,26(3),377-389。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |