A New Portfolio Rebalancing Model with Transaction Costs

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何博文（2004）。Pricing and Replication of Interest Rate Options with Transaction Costs〔碩士論文，國立臺灣大學〕。華藝線上圖書館。https://doi.org/10.6342/NTU.2004.02207
楊建宏（2012）。A Comparison of Portfolio Rebalancing Models by Using Different Risk Measurements〔碩士論文，國立暨南國際大學〕。華藝線上圖書館。https://www.airitilibrary.com/Article/Detail?DocID=U0020-2208201213041400
沈信漢（2005）。Option Pricing and Hedge in Presence of Transaction Costs－With Move-Based Trading Policy〔碩士論文，國立臺灣大學〕。華藝線上圖書館。https://doi.org/10.6342/NTU.2005.02365