CSI 300ETF Option Pricing Model with Double Lognormal Distribution

HUANG Jinbo, ZHU Yimin, ZHANG Feipeng

Journal of Systems Science and Mathematical Sciences ›› 2023, Vol. 43 ›› Issue (8) : 2116-2133.

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Journal of Systems Science and Mathematical Sciences ›› 2023, Vol. 43 ›› Issue (8) : 2116-2133. DOI: 10.12341/jssms22667

CSI 300ETF Option Pricing Model with Double Lognormal Distribution

  • HUANG Jinbo1, ZHU Yimin2, ZHANG Feipeng3
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of System Science and Mathematical Science Chinese Series, 2023, 43(8): 2116-2133 https://doi.org/10.12341/jssms22667

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