考虑微观结构噪声的非仿射期权定价研究——基于上证50ETF期权高频数据的实证分析

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1003-207x|volume|12|99-108

ISSN: 1003-207x

Source: 中国管理科学, Vol.volume, Iss.12, 2017-01, pp. : 99-108

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Abstract