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]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.