跳扩散条件下波动率风险溢价及影响因素研究——基于上证50 ETF期权市场的实证
王苏生, 胡明柱, 李梓龙
Volatility Risk Premium and Its Influencing Factors by Jump Diffusion Model ——Evidence from the Shanghai 50 ETF Options
WANG Su-sheng, HU Ming-zhu, LI Zi-long
运筹与管理
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2019, (10): 123
-131
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DOI: 10.12005/orms.2019.0232
