Empirical analysis of Shanghai 50ETF options pricing based on local volatility model

WANG Ximei, ZHAO Yanlong, SHI Ruoshi, BAO Ying

Systems Engineering - Theory & Practice ›› 2019, Vol. 39 ›› Issue (10) : 2487-2501.

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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 ›› 2019, Vol. 39 ›› Issue (10) : 2487-2501. DOI: 10.12011/1000-6788-2018-0863-15

Empirical analysis of Shanghai 50ETF options pricing based on local volatility model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2019, 39(10): 2487-2501 https://doi.org/10.12011/1000-6788-2018-0863-15

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