Zobrazeno 1 - 2
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pro vyhledávání: '"Jianglei Yuan"'
Publikováno v:
International Review of Economics & Finance. 82:609-624
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::539a300e2bf06419e1a799c0e7f48503
https://doi.org/10.1016/j.iref.2022.07.009
https://doi.org/10.1016/j.iref.2022.07.009
Autor:
Jianglei Yuan, Lili Zhang
Publikováno v:
ICCIR
In this paper, the implied volatility of options is set as a function of related variables, and the method of parameter estimation is used to analyze the AHBS model pricing of SSE 50ETF options. Through the analysis of the pricing error results of ea
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::91651269792004b52cde199e8665077c
https://doi.org/10.1145/3473714.3473747
https://doi.org/10.1145/3473714.3473747