| The BS Theoretical Price of Shanghai 50 ETF Options | |
| Xu, Caicai[1] | |
| 2017 | |
| 会议名称 | PROCEEDINGS OF THE 2017 7TH INTERNATIONAL CONFERENCE ON EDUCATION, MANAGEMENT, COMPUTER AND SOCIETY (EMCS 2017) |
| 会议日期 | 2017-01-01 |
| 关键词 | Black-schools option pricing model Shanghai 50 ETF options Closed price Delta Rho |
| 页码 | 413-416 |
| URL标识 | 查看原文 |
| 内容类型 | 会议论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/2196785 |
| 专题 | 上海大学 |
| 作者单位 | [1]Shanghai Univ, Sch Econ, Shanghai 200444, Peoples R China. |
| 推荐引用方式 GB/T 7714 | Xu, Caicai[1]. The BS Theoretical Price of Shanghai 50 ETF Options[C]. 见:PROCEEDINGS OF THE 2017 7TH INTERNATIONAL CONFERENCE ON EDUCATION, MANAGEMENT, COMPUTER AND SOCIETY (EMCS 2017). 2017-01-01. |
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