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
VIX Option Pricing Based on Mean Reverting Model——From the Perspective of Calendar Time and Intrinsic Time
YIN Ya-hua, WU Heng-yu, ZHU Fu-min
Chinese Journal of Management Science . 2022, (
2
): 94 -105 . DOI: 10.16381/j.cnki.issn1003-207x.2019.1840
