| Reference: | 中文文獻
[1] 王祥帆 (2005) 百慕達式利率交換選擇權。
[2] 蔡宏彬 (2009) 在BGM模型下固定交換利率商品之效率避險與評價。
英文文獻
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[14] Piterbarg, V. (2005). A practitioner’s guide to pricing and hedging callable libor exotics in forward libor models, Working paper.
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[16] Steffen Hippler, (2008). Pricing bermudan swaptions in the LIBOR market model, master dissertation, university of Oxford.
[17] Svoboda, S., (2004), Interest rate modelling, published by Palgrave Macmillan.
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