| Reference: | (中文部份)
陳松男(2002)，金融工程學：金融商品創新選擇權理論，華泰書局。
陳松男(2004)，結構型金融商品之設計及創新，新陸書局。
陳松男(2006)，初階金融工程學與Matlab、C++電算應用，新陸書局。
劉文琪、洪瑩珊、詹麗錦(2001)，上限型認購權證評價模式之實證研究，證券櫃檯月刊(57期)，1-27。
(英文部份)
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Harrison, M. and D. Kreps(1979),“Martingales and Multiperiod Securities Markets”, Journal of Economic Theory, 20, 381-408.
Haug E. G.(1997), The Complete Guide To Option Pricing Formulas, New York: McGraw-Hill.
Heynen, R. C., and H. M. Kat (1994),“Crossing Barriers”, Risk Magazine, 7.
Hua He, William P. Keirstead, and Joachim Rebholz(July 1998),“Double Lookbacks”, Mathematical Finance, Vol. 8, No. 3, 201-228.
Ikeda, M., and N. Kunitomo(1992),“Pricing Options with Curved Boundaries”, Mathematical Finance, 2, 275-298.
Reiner, E., and M. Rubinstein(1991),“ Breaking Down the Barriers ”, Risk Magazine, 4(8). |
