期刊論文1. | Clarke, Roger G.、Arnott, Robert D.(1987)。The Cost of Portfolio Insurance: Tradeoffs and Choices。Financial Analysts Journal,43(6),35-48。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Amin, K. I.、Ng, V. K.(1993)。Option Valuation with Systematic Stochastic Volatility。Journal of Finance,48,881-910。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Boyle, P. P.、Vorst, T.(1992)。Option replication in discrete time with transaction costs。Journal of Finance,47(1),271-293。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Leland, H. E.(1985)。Option pricing and replication with transactions costs。The Journal of Finance,40(5),1283-1301。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Rubinstein, Mark、Leland, Hayne E.(1981)。Replicating options with positions in stock and cash。Financial Analysts Journal,37(4),63-72。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Zhu, Y. J.、Kavee, R. C.(1988)。Performance of portfolio Insurance Strategies。Journal of Portfolio Management,14(4),48-54。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Black, Fischer、Jones, Robert C.(1987)。Simplifying portfolio insurance。Journal of Portfolio Management,14(1),48-51。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Stoll, H. R.(1969)。The Relationship between Put and Call Option Prices。Journal of Finance,24(5),801-824。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Rubinstein, Mark(1985)。Alternative Paths to Portfolio Insurance。Financial Analysts Journal,41(4),42-52。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Asay, M.、Edelsburg, C.(1986)。Can a Dynamic Strategy Replicate the Returns of an Option?。Journal of Futures Markets,6,63-70。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Edirising, C.、Naik, V.、Uppal, R.(1993)。Optimal Replication of Options with Transactions Costs and Trading Restrictions。Journal of Financial Quantitative Analysis,1993(Mar.),117-138。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Black, F.、Scholes, M.(1973)。The Pricing of Options and Coporate Liabilities。Journal of Political Economy,637-654。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |