基于Lévy过程修正GJR-GARCH模型的权证定价——对中国大陆和香港权证的实证研究
吴恒煜, 马俊伟, 朱福敏, 林漳希
Warrants pricing based on GJR-GARCH model with Lévy processes adjusting: An empirical analysis between Mainland and Hongkong
WU Heng-yu, MA Jun-wei, ZHU Fu-min, LIN Zhang-xi
系统工程理论与实践
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2014, (12): 3009
-3021
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DOI: 10.12011/1000-6788(2014)12-3009
