Based on study of two different cases, stock without payment of bonus and stock with payment of successive bonus, this paper gives formula of Europe style option risk index var.

  • 基于考虑股票不支付红利和支付连续红利的两种情况,本文给出了欧式期权风险指标var的计算公式。

  • provided by jukuu 2025-01-20 00:07:23

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