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主办:中国运筹学会
承办:合肥工业大学
ISSN 1007-3221 CN 34-1133/G3
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中文
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
Operations Research and Management Science . 2017, (
8
): 157 -166 . DOI: 10.12005/orms.2017.0199