Page 396 - 國際金融市場實務

386 國際金融市場實務

11. Geske, R. and R. Roll (1984), “On Valuing American Call Options
with the Black-Scholes European Formula,” Journal of Finance, 39,

pp. 443-456.
12. Grabbe, J. O. (1983),“ The Pricing of Call and Put Options on Foreign

Exchange,” Journal of International Money and Finance, 2, pp. 239-
253.

13. Heath, D., R. Jarrow, and A. Morton (1989),“ Bond Pricing and the
Term Structure of Interest Rate: A Discrete Time Approximation,”

Journal of Financial and Quantitative Analysis, 25, pp. 419-440.
14. Ho, T. S. and S. Lee (1986), “Term Structure Movements and Pricing

Interest Rate Contingent Claims,” Journal of Finance, 41, pp. 1011-
1029.

15. Hull, J. and A. White (1990a), “Pricing Interest-Rate-Derivative
Securities, ” Review of Financial Studies, 3, pp. 573-592.

16. Hull, J. and A. White (1990b), “Valuing Derivative Securities Using
the Explicit Finite Difference Method,” Journal of Financial and

Quantitative Analysis, 25, pp. 87-100.
17. Hull, J. and A. White (1987), “Hedging the Risks from Writing

Foreign Currency Option,” Journal of International Money and
Finance, 6, pp. 131-152.

18. Kawaller, I. G. (1992), Financial Futures and Options: Managing Risk
in the Interest Rate, Currency and Equity Markets. New York: Probus.

19. Kupiec, H. P. (1995) “Techniques for Verifying the Accuracy of Risk
Measurement Models,” Journal of Derivatives, Spring, pp. 73-84.