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方艳, 张元玺, 乔明哲

Study of the Effectiveness of Pricing for SSE 50ETF Option: Based on B-S-M Model and Monte Carlo Model

FANG Yan, ZHANG Yuan-xi, QIAO Ming-zhe

运筹与管理 . 2017, (8): 157 -166 . DOI: 10.12005/orms.2017.0199