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

SHI Yushan, LIU Hailong, HU Youqun

Systems Engineering - Theory & Practice ›› 2018, Vol. 38 ›› Issue (6) : 1361-1370.

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Systems Engineering - Theory & Practice ›› 2018, Vol. 38 ›› Issue (6) : 1361-1370. DOI: 10.12011/1000-6788(2018)06-1361-10

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

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2018, 38(6): 1361-1370 https://doi.org/10.12011/1000-6788(2018)06-1361-10

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