Open Access
Issue
E3S Web Conf.
Volume 233, 2021
2020 2nd International Academic Exchange Conference on Science and Technology Innovation (IAECST 2020)
Article Number 01169
Number of page(s) 5
Section NESEE2020-New Energy Science and Environmental Engineering
DOI https://doi.org/10.1051/e3sconf/202123301169
Published online 27 January 2021
  1. Huiming Zhang, Junzo Watada, “An analysis of the arbitrage efficiency of the Chinese SSE 50ETF options market”, International review of economics and finance, vol. 59, pp.474-489, January 2019. [CrossRef] [Google Scholar]
  2. Jinzhong Wang, Hao Kang, Fei Xia & Guowei Li, “Examining the Equilibrium Relationship between the Shanghai 50 Stock Index Futures and the Shanghai 50 ETF Options Markets”, Emerging Markets Finance and Trade, vol. 54, pp.2557-2576, November 2018. [CrossRef] [Google Scholar]
  3. Surong You, “On the No-arbitrage Principle and Option Pricing in a Fuzzy Market”, Journal of DongHua University, vol. 23, pp.60-63, March 2006. [Google Scholar]
  4. Zhang Tianfeng, Zhu Jiaming, “Research on SSE 50ETF Option Pricing Based on B-S Model”, Journal of Guiyang University (Natural Science Edition), vol. 11, pp.40-43, February 2016. [Google Scholar]
  5. Liu Jiaxin, Cai Xiaojuan, Ding Ruichang, “European option pricing model and trading strategy”, Digital User, vol. 24, pp.201, April 2018. [Google Scholar]
  6. Qian Shensheng, Zhu Wei, “The application of option parity arbitrage in the Chinese market”, Value Engineering, vol.35, pp.14-15. January 2016. [Google Scholar]
  7. Xu Tongtong, Wang Susheng, Peng Ke, “Research on SSE 50ETF Option Risk Management and Arbitrage Strategy”, Journal of North China Electric Power University (Social Science Edition), vol.111, pp.47-54, January 2018. [Google Scholar]
  8. Chen Yuanzhi, Su Haifeng, “Tracking error analysis and cause analysis of SSE 50ETF”, Industrial Technology Economy, vol.168, pp.149-152, October 2007. [Google Scholar]
  9. Chen Yuanzhi, “An Empirical Study on the Tracking Error of SSE 50ETF”, Technoeconomics and Management Research, 2007, vol.155, pp. 6-9, June 2007. [Google Scholar]
  10. Liu Dehong, Huang Zhenhuan, Chen Zongzhi, “Research on the Market Efficiency of SSE 50ETF Stock Options”, Journal of Beijing Jiaotong University (Social Science Edition), vol.18, pp.48-56, January 2019. [Google Scholar]
  11. Shan Lei, Zheng Bairu, “Research on risk-free arbitrage strategy of stock options in my country”, Price Theory and Practice, vol.379, pp.140-142, January 2016. [Google Scholar]
  12. Xian Jingchen, Liu Qing, “Research on arbitrage path and risk countermeasures of 50ETF option on China’s Shanghai Stock Exchange”, Journal of Chongqing Normal University (Philosophy and Social Sciences Edition), vol.172, pp.76-85, May 2016. [Google Scholar]

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.