贝叶斯博弈框架下期权组合套利研究:理论模型与市场数据验证
唐铭坤,冯振华,赵贞玉
Research on Option Portfolio Arbitrage under Bayesian Game Framework:Theoretical Model and Market Data Validation
Tang Mingkun,Feng Zhenhua,Zhao Zhenyu
南方经济
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2023, (4): 79
-97
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DOI: 10.19592/j.cnki.scje.401349