Leverage effect on option pricing

WU Wenbo, ZHANG Shunming, LIU Yuanchun

Systems Engineering - Theory & Practice ›› 2017, Vol. 37 ›› Issue (3) : 545-555.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2017, Vol. 37 ›› Issue (3) : 545-555. DOI: 10.12011/1000-6788(2017)03-0545-11

Leverage effect on option pricing

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2017, 37(3): 545-555 https://doi.org/10.12011/1000-6788(2017)03-0545-11

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