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
2024-10-10  Hits:

Affiliation of Participant(s):中泰证券金融研究院
Leading Scientist:杨淑振
Supported by:2024年国家基金项目
Nature of Project:纵向
Project level:National
Project Number:23EF1D9E1843390FE063BE07C2CADD38
Project Approval Number:12471450
Date of Project Approval:2024-08-23
Date of Project Initiation:2025-01-01
Scheduled completion time:2028-12-31
Date of Project Completion:2028-12-31