Research on Option Portfolio Arbitrage under Bayesian Game Framework：Theoretical Model and Market Data Validation

Tang Mingkun,Feng Zhenhua,Zhao Zhenyu

South China Journal of Economics ›› 2023, Vol. 42 ›› Issue (4) : 79-97.

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South China Journal of Economics ›› 2023, Vol. 42 ›› Issue (4) : 79-97. DOI: 10.19592/j.cnki.scje.401349
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 Research on Option Portfolio Arbitrage under Bayesian Game Framework：Theoretical Model and Market Data Validation

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2023, 42(4): 79-97 https://doi.org/10.19592/j.cnki.scje.401349

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