The pricing of SSE 50 ETF options based on asymmetric jump rough stochastic volatility model

LIU Xiangdong, HONG Shaopeng

Systems Engineering - Theory & Practice ›› 2023, Vol. 43 ›› Issue (2) : 350-370.

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Systems Engineering - Theory & Practice ›› 2023, Vol. 43 ›› Issue (2) : 350-370. DOI: 10.12011/SETP2022-0430

The pricing of SSE 50 ETF options based on asymmetric jump rough stochastic volatility model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2023, 43(2): 350-370 https://doi.org/10.12011/SETP2022-0430

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