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| 2. | Bondarenko, Oleg(2014)。Why are Put Options so Expensive?。Quarterly Journal of Finance，4(3)，(1450015)1-(1450015)50。 |
| 3. | Broadie, Mark、Chernov, Mikhail、Johannes, Michael(2009)。Understanding Index Option Returns。Review of Financial Studies，22(11)，4493-4529。 |
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| 6. | 許溪南、何怡滿、許羽呈(20120600)。臺指選擇權預期報酬率之探討。證券市場發展，24(2)=94，179-214。 延伸查詢 |
| 7. | 王明隆、蕭義龍(20060800)。以PDE評價離散式兩資產障礙選擇權。財務金融學刊，14(3)，1-33。 延伸查詢 |
| 8. | 絲文銘、林君瀌、紀凱逸、趙哲雍(20130600)。An Improved Least-Square Monte-Carlo Approach for Pricing American Options。財務金融學刊，21(2)，61-90。 延伸查詢 |
| 9. | Jones, Christopher S.(2006)。A Nonlinear Factor Analysis of S&P 500 Index Option Returns。Journal of Finance，61，2325-2363。 |
| 10. | 許溪南(20151200)。Options Trading, Buy Side or Sell Side? Theoretical Analysis and Interpretation。期貨與選擇權學刊，8(3)，97-148。 |
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圖書| 1. | Cordier, James、Gross, Michael(2009)。The Complete Guide to Option Selling: How Selling Options Can Lead to Stellar Returns in Bull and Bear Market。New York：McGraw-Hill Education。 |
| 2. | Huang, Jia-Bin(2011)。The Complete Guild to Option Selling: How Selling Options Can Lead to Stellar Returns in Bull and Bear Market。Taiwan：IPC International Publishing Co., Ltd。 |
| 3. | Lan, Tsz-Shiuan(2007)。The Mathematics of Options Trading。Taiwan：IPC International Publishing Co., Ltd。 |
| 4. | Reehl, Coldwell B.(2005)。The Mathematics of Options Trading。New York：McGraw Hill。 |