Pricing the SSE 50ETF options during stock market crash

SUN Youfa, GUO Ting, LIU Caiyan, ZENG Yingying, YANG Bomin

Systems Engineering - Theory & Practice ›› 2018, Vol. 38 ›› Issue (11) : 2721-2737.

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Systems Engineering - Theory & Practice ›› 2018, Vol. 38 ›› Issue (11) : 2721-2737. DOI: 10.12011/1000-6788(2018)11-2721-17

Pricing the SSE 50ETF options during stock market crash

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2018, 38(11): 2721-2737 https://doi.org/10.12011/1000-6788(2018)11-2721-17

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