Comparison of Chinese 50 ETF put option pricing based on four algorithms

Bei Lin, Ze Dong Yun, Valklyrs Ye. Comparison of Chinese 50 ETF put option pricing based on four algorithms. In ICEME 2021: The 12th International Conference on E-business, Management and Economics, Beijing, China, July 17 - 19, 2021. pages 230-237, ACM, 2021. [doi]

Authors

Bei Lin

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Ze Dong Yun

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Valklyrs Ye

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