- 學位論文
漲跌幅限制市場下的破產機率
A Note on the Default Probability with Price Limits
參考文獻
Ban, J., H. I. Choi, and H. Ku, 2000, “Valuation of European Options in the Market with Daily Price limit, ” Applied Mathematical Finance, 7, 61-74.
Black, F., and M. Scholes, 1973, “The Pricing of Options and Corporate Liabilities,” Journal of Political Economy, 81, 637-659.
Hull, C. J., 2008, “Options, Futures, and Other Derivatives,” Pearson, Upper Saddle River, New Jersey, USA: seventh edition.
Jarrow, R. A., and S. M. Turnbull, 1995, “Pricing Derivatives on Financial Securities Subject to Credit Risk,” Journal of Finance, 50, 53-85.
Leland, H. E., 1985, “Option Pricing and Replication with Transactions Costs,” Journal of Finance, 40, 1283-1301.
延伸閱讀
- 陳秀桂、林欣羿（2018）。放寬漲跌幅限制對股票市場從眾行為之影響：日資料與日內資料之分析。當代商管論叢，3(1)，29-53。https://doi.org/10.6852/JCBM.201812_3(1).02
- Wang, M. C., Cheng, L. Y., & Chen, Y. J. (2014). 股市漲跌幅放寬對信用交易之最低整戶擔保維持率之調整. 交大管理學報, 34(1), 1-55. https://www.airitilibrary.com/Article/Detail?DocID=10287310-201406-201407310020-201407310020-1-55
- 李秀玟（2017）。持續過度反應、漲跌幅限制與動能報酬〔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=U0020-2601201716323100
- Weng, X. Z. (2001). Controlling the Probability of the Initial Items to Decrease Item Exposure Rates [master's thesis, National Taiwan Normal University]. Airiti Library. https://www.airitilibrary.com/Article/Detail?DocID=U0021-2603200719120123
- 蔡易利（2010）。Limit Pricing in Duopoly Market〔碩士論文，國立暨南國際大學〕。華藝線上圖書館。https://doi.org/10.6837/NCNU.2010.00006