杨淑振

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基于非线性期望的金融衍生品保证金和隐含波动率的计算方法
Release Time:2024-10-10| Hits:

Project Name:基于非线性期望的金融衍生品保证金和隐含波动率的计算方法
Institution:中泰证券金融研究院
Leading Scientist:杨淑振
Supported by:2024 National Fund Project
Nature of Project:纵向
Project Level:National
Project Number:23EF1D9E1843390FE063BE07C2CADD38
Project Approval Number:12471450
Date of Project Approval:2024-08-23
Scheduled Completion Time:2028-12-31
Date of Project Completion:2028-12-31
Date of Project Initiation:2025-01-01
Release Time:2024-10-10