1Hull J. Options. Futures and Other Derivatives [ M ]. 3nd Edition . Englewood Cliffs : Prentice Hall, 2000.
2Wilmott P, Dewynne J, Howison S. Option Pricing : Mathematical Model andComputation[M]. London : Ox- ford Financial Press , 1995.
3Marshall J. F, Bansal V. K. Financial Engineering [M].宋逢明等译.北京:清华大学出版社,1998.
4S. M. Turnbun. L. M. Wakeman. A Quick Algorithm for Pricing European Average Options [ J ]. Journal of Fi- nancial and Quantitative Analysis, 1991,26:377 - 389.
5Black. F and M . Scholes . The Pricing of Options and Corporate Liabilities [ J ]. Journal of Political Economy 1973.81.637 - 657.
6Cox. J, S. Ross, M. Rubinstein. Option Pricing: A Simpli- fied Approach [ J ]. Journal of Financial Economics, 1979,7:229 - 263.