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]
@inproceedings{LinYY21,
title = {Comparison of Chinese 50 ETF put option pricing based on four algorithms},
author = {Bei Lin and Ze Dong Yun and Valklyrs Ye},
year = {2021},
doi = {10.1145/3481127.3481246},
url = {https://doi.org/10.1145/3481127.3481246},
researchr = {https://researchr.org/publication/LinYY21},
cites = {0},
citedby = {0},
pages = {230-237},
booktitle = {ICEME 2021: The 12th International Conference on E-business, Management and Economics, Beijing, China, July 17 - 19, 2021},
publisher = {ACM},
isbn = {978-1-4503-9006-4},
}