主管：中国科学院
主办：中国优选法统筹法与经济数学研究会
中国科学院科技战略咨询研究院
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Chinese Journal of Management Science
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中文
Non-affine Option Pricing in the Presence of Microstructure Noises: An Empirical Study Based on the High-frequency Shanghai 50ETF Options Data
WU Xin-yu, LI Xin-dan, MA Chao-qun
Chinese Journal of Management Science . 2017, (
12
): 99 -108 . DOI: 10.16381/j.cnki.issn1003-207x.2017.12.011
