| 期刊論文| 1. | Jarrow, R. A.、Turnbull, S. M.(1995)。Pricing options on financial securities subject to default risk。The Journal of Finance，50，481-523。   | | 2. | Jarrow, Robert A.(2001)。Default Parameter Estimation using Market Prices。Financial Analysts Journal，57(5)，75-92。 | | 3. | Marsaglia, G.(2004)。Evaluating the normal distribution。Journal of Statistical Software，11(4)，1-11。 | | 4. | Schwartz, Eduardo S.、Torous, Walter N.(1989)。Prepayment and the Valuation of Mortgage Backed Securities。The Journal of Finance，44(2)，375-392。 | | 5. | Black, Fischer、Cox, John C.(1976)。Valuing corporate securities: Some effects of bond indenture provisions。The Journal of Finance，31(2)，351-367。 | | 6. | Bagby, R. J.(1995)。Calculating Normal Probabilities。The American Mathematical Monthly，102，46-49。 | | 7. | Azevedo-Pereira, J. A.、Newton, D. P.、Paxson, D. A.(2003)。Fixed-Rate Endowment Mortgage and Mortgage Indemnity Valuation。Journal of Real Estate Finance and Economics，26(2/3)，197-221。 | | 8. | Ambrose, B. W.、Buttimer, R. J.(2000)。Embedded Options in the Mortgage Contract。Journal of Real Estate Finance and Economics，21(2)，95-111。 | | 9. | Lambrecht, B. M.、Perraudin, W. R. M.、Satchell, S.(2003)。Mortgage Default and Possession Under Recourse: A Competing Hazards Approach。Journal of Money, Credit and Banking，35(3)，425-442。 | | 10. | Merton, Robert C.(1974)。On the Pricing of Corporate Debt: The Risk Structure of Interest Rates。The Journal of Finance，29(2)，449-470。 | | 11. | Abderrahmane, M.、Kamel, B.(2016)。Two News Approximations to Standard Normal Distribution Function。Journal of Applied & Computational Mathematics，5(5)，1-2。 | | 12. | Aludaat, K. M.、Alodat, M. T.(2008)。A Note on Approximating the Normal Distribution Function。Applied Mathematical Sciences，2，425-429。 | | 13. | Bryc, W.(2002)。A Uniform Approximation to the Right Normal Tail Integral。Applied Mathematics and Computation，127，365-374。 | | 14. | Bowling, S. R.、Khasawneh, M. T.、Kaewkuekool, S.、Cho, B. R.(2009)。A Logistic Approximation to the Cumulative Normal Distribution。Journal of Industrial Engineering and Management，2(1)，114-127。 | | 15. | Chiani, M.、Dardari, D.、Simon, M. K.(2003)。New Exponential Bounds and Approximations for the Computation of Error Probability in Fading Channels。IEEE Transactions on Wireless Communications，2，840-845。 | | 16. | Choudhury, A.(2014)。A Simple Approximation to the Area under Standard Normal Curve。Mathematics and Statistics，2，147-149。 | | 17. | Edous, M.、Eidous, O.(2018)。A Simple Approximation for Normal Distribution Function。Mathematics and Statistics，6(4)，47-49。 | | 18. | Liao, S.-L.、Tsai, M.-S.、Chiang, S.-L.(2008)。Closed-Form Mortgage Valuation Using Reduced-Form Model。Real Estate Economic，36，313-347。 | | 19. | Norton, R. M.(1989)。Pocket Calculator Approximation for Areas under the Standard Normal Curve。The American Statistician，43，24-26。 | | 20. | Olabiyi, O.、Annamalai, A.(2012)。Invertible Exponential-Type Approximations for the Gaussian Probability Integral Q(x) with Applications。IEEE Wireless Communications Letters，1，544-547。 | | 21. | Schwartz, E. S.、Torous, W. N.(1993)。Mortgage Prepayment and Default Decisions: A Poisson Regression Approach。Real Estate Economics，21(4)，431-449。 | | 22. | Soranzo, A.、Epure, E.(2014)。Very Simply Explicitly Invertible Approximations of Normal Cumulative and Normal Quantile Function。Applied Mathematical Sciences，8，4323-4341。 | | 23. | Tsai, Ming-Shann、Chiang, Shu-Ling(2012)。A Closed-Form Pricing Formula for Mortgages Incorporating Termination Hazard Rates and Recovery Rate as Correlated Stochastic Processes with Jump Components。Journal of Derivatives，19(3)，49-68。 | | 24. | Tsai, M.-S.、Liao, S.-L.、Chiang, S.-L.(2009)。Analyzing Yield, Duration and Convexity of Mortgage Loans under Prepayment and Default Risks。Journal of Housing Economics，18(2)，92-103。 | | 25. | Waissi, G.、Rossin, D. F.(1996)。A Sigmoid Approximation to the Standard Normal Integral。Applied Mathematics and Computation，77，91-95。 | | 26. | Leland, Hayne E.(1994)。Corporate debt value, bond covenants, and optimal capital structure。The Journal of Finance，49(4)，1213-1252。 | 會議論文| 1. | Olabiyi, O.、Annamalai, A.(2012)。New Exponential-Type Approximations for the erfc(.) and erfcp(.) Functions with Applications。2012 8th International Wireless Communications and Mobile Computing Conference。New York：Institute of Electrical and Electronics Engineers。1221-1226。 | 研究報告| 1. | Kau, J. B.、Keenan, D. C.、Smurov, A. A.(2004)。Reduced-Form Mortgage Valuation。University of Georgia。 | 圖書| 1. | Cox, D. R.、Oakes, D.(1984)。Analysis of Survival Data。Chapman and Hall Press。 | | 2. | Johnson, N. L.、Kotz, S.、Balakrishnan, N.(1994)。Continuous Univariate Distributions。New York：John Wiley and Sons。 | 其他| 1. | Crosbie, P.，Bohn, J.(2003)。Modeling Default Risk，https://www.moodysanalytics.com/-/media/whitepaper/before-2011/12-18-03-modelingdefault-risk.pdf。 | | 2. | Soranzo, A.，Epure, E.(2012)。Simply Explicitly Invertible Approximations to 4 Decimals of Error Function and Normal Cumulative Distribution Function，http://arxiv.org/abs/1201.1320v1。 | | 3. | Soranzo, A.，Epure, E.(2012)。Practical Explicitly Invertible Approximation to 4 Decimals of Normal Cumulative Distribution Function Modifying Winitzki's Approximation of erf，http://arxiv.org/abs/1211.6403。 | | 4. | Winitzki, S.(2014)。A Handy Approximation for the Error Function and Its Inverse，http://docs.google.com/viewer?a=v&pid=sites&srcid=ZGVmYXVsdGRvbWFpbnx3aW5pdHpraXxneDoxYTUzZTEzNWQwZjZlOWY2。 | 圖書論文| 1. | Zelen, M.、Severo, N. C.(1964)。Probability Functions。Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables。New York：United States Department of Commerce and National Bureau of Standards。 | |