GARCH模型下基于偏最小二乘的欧式股指期权定价——来自香港恒生指数期权市场的证据

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1002-1566|volume|3|550-560

ISSN: 1002-1566

Source: 数理统计与管理, Vol.volume, Iss.3, 2015-01, pp. : 550-560

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Abstract