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