基于时变波动率与混合对数正态分布的50ETF期权定价

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1672-0334|29|4|149-160

ISSN: 1672-0334

Source: 管理科学, Vol.29, Iss.4, 2016-01, pp. : 149-160

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Abstract