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<p><font size="4">1<br/>[文献名]：The Valuation of Option Contracts and a Test of Market Efficiency <br/>[作者]：Fischer Black and Myron Scholes <br/>[期刊]：The Journal of Finance, Vol. 27<br/>[电子链接]：</font><a href="http://www.jstor.org/pss/2978484"><font size="4">http://www.jstor.org/pss/2978484</font></a></p><p><font size="4">2<br/>[文献名]：Foreign currency option values <br/>[作者]：Mark B. Garman and Steven W. Kohlhagen<br/>[期刊]：School of Business Administration, University of California at Berkeley, Berkeley CA 94720, USA<br/>[电子链接]：</font><a href="http://www.sciencedirect.com/science/article/B6V9S-4GJVF4H-1/2/cfd977c8ac1b0985d3f61a066d56358b#fn1"><font size="4">http://www.sciencedirect.com/science/article/B6V9S-4GJVF4H-1/2/cfd977c8ac1b0985d3f61a066d56358b#fn1</font></a></p><p><font size="4">3<br/>[文献名]：Contingent Foreign Exchange Contracts With Stochastic Interest Rates<br/>[作者]：Ingersoll <br/>[期刊]：yale school of organization and management<br/>[电子链接]：无</font></p><p><font size="4">4<br/>[文献名]：Pricing foreign currency options with stochastic volatility<br/>[作者]：Angelo Melino and Stuart M. Turnbull<br/>[期刊]：University of Toronto, Toronto M5S 1A1, Canada<br/>[电子链接]：</font><a href="http://www.sciencedirect.com/science/article/B6VC0-4582CY8-27/2/eacdd19bd927c141341d68d7f0a8df5a"><font size="4">http://www.sciencedirect.com/science/article/B6VC0-4582CY8-27/2/eacdd19bd927c141341d68d7f0a8df5a</font></a></p><p><font size="4">5<br/>[文献名]：Stock Price Distributions with Stochastic Volatility: An Analytic Approach <br/>[作者]：Elias M. Stein and Jeremy C. Stein <br/>[期刊]：The Review of Financial Studies, Vol. 4, No. 4 (1991), pp. 727-752 <br/>[电子链接]：</font><a href="http://www.jstor.org/pss/2962156"><font size="4">http://www.jstor.org/pss/2962156</font></a></p><p><font size="4">6<br/>[文献名]：Option values under stochastic volatility: Theory and empirical estimates<br/>[作者]：James B. Wiggins<br/>[期刊]：Cornell University, Ithaca, NY 14853-4201, USA<br/>[电子链接]：</font><a href="http://www.sciencedirect.com/science/article/B6VBX-45D0NDF-9/2/927e8577164f4b55e8e81a6816291db6"><font size="4">http://www.sciencedirect.com/science/article/B6VBX-45D0NDF-9/2/927e8577164f4b55e8e81a6816291db6</font></a></p><p><font size="4">7<br/>[文献名]：The Pricing of Foreign Currency Options<br/>[作者]：Angelo Melino and Stuart M. Turnbull <br/>[期刊]：The Canadian Journal of Economics / Revue canadienne d'Economique, Vol. 24, No. 2 (May, 1991), pp. 251-281 <br/>[电子链接]：</font><a href="http://www.jstor.org/pss/135623"><font size="4">http://www.jstor.org/pss/135623</font></a></p><p><font size="4">8<br/>[文献名]：Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities <br/>[作者]：Christopher G. Lamoureux and William D. Lastrapes <br/>[期刊]：The Review of Financial Studies, Vol. 6, No. 2 (1993), pp. 293-326 <br/>[电子链接]：</font><a href="http://www.jstor.org/pss/2962056"><font size="4">http://www.jstor.org/pss/2962056</font></a></p><p></p><p><font size="6">不胜感激！！！</font><br/></p>

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