Dual-Hybrid Modeling for Option Pricing of CSI 300ETF

The reasonable pricing of options can effectively help investors avoid risks and obtain benefits, which plays a very important role in the stability of the financial market. The traditional single option pricing model often fails to meet the ideal expectations due to its limited conditions. Combinin...

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Bibliographic Details
Main Authors: Kejing Zhao, Jinliang Zhang, Qing Liu
Format: Article
Language:English
Published: MDPI AG 2022-01-01
Series:Information
Subjects:
Online Access:https://www.mdpi.com/2078-2489/13/1/36

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