| Reference: | 一、中文部分（依作者姓名筆畫排列）
杜化宇，期貨與選擇概論. John C. Hull 原著，民國八十九年，雙葉書廊。
阮建豐， ”利用混合模型估計風險值的探討” ，國立政治大學統計學研究所碩士論文，民國九十年六月。
陳松男，金融工程學.，民國九十一年，華泰書局出版。
黃大展， ”隨機波動下的二元樹狀模型之探討” ，國立政治大學財務管理研究所碩士論文，民國九十年六月。
謝盈弘， ”馬可夫鏈蒙地卡羅法在外匯選擇權定價的應用” ，國立政治大學統計學研究所碩士論文，民國九十一年六月。
二、英文部分（依作者姓氏字母排列）
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Kim, C. J. and Nelson, C. R. (1999) State-Space Models with Regime-Switching: Classical and Gibbs-Sampling Approaches with Applications, MIT Press.
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Xu, X. and Taylor, S. J. (1994b) “The Term Structure of Volatility Implied by Foreign Exchange Options.” , Journal of Financial and Quantitative Analysis, Vol. 29 , P57-74. |
