"Comparison of Chinese 50 ETF put option pricing based on four algorithms."

Bei Lin, Ze Dong Yun, Valklyrs Ye (2021)

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DOI: 10.1145/3481127.3481246

access: closed

type: Conference or Workshop Paper

metadata version: 2023-09-30

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Bei Lin, Ze Dong Yun, Valklyrs Ye:
Comparison of Chinese 50 ETF put option pricing based on four algorithms. ICEME 2021: 230-237

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