基于杠杆和流动性冲击的股指期货保证金定价

石玉山, 刘海龙, 胡友群

Pricing model of margin of stock index futures based on leverage and liquidity shock

SHI Yushan, LIU Hailong, HU Youqun

系统工程理论与实践 . 2018, (6): 1361 -1370 . DOI: 10.12011/1000-6788(2018)06-1361-10