上证50ETF期权定价有效性的研究:基于B-S-M模型和蒙特卡罗模拟

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1007-3221|26|8|157-166

ISSN: 1007-3221

Source: 运筹与管理, Vol.26, Iss.8, 2017-01, pp. : 157-166

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Abstract