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Pricing of Shanghai stock exchange 50 ETF options based on different volatility models

Pricing of Shanghai stock exchange 50 ETF options based on different volatility models

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Bibliographic Details
Main Authors: Qingchun Wu, Xiaoping Kuang, Binhong Wu, Xuhong Xu
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2023-01-01
Series:PLoS ONE
Online Access:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10703202/?tool=EBI
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Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10703202/?tool=EBI

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