上证50ETF期权隐含波动率曲面:建模及实证研究

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1003-7624|36|2|124-146

ISSN: 1003-7624

Source: 投资研究, Vol.36, Iss.2, 2017-01, pp. : 124-146

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Abstract