HIGHLIGHTS
- What: In this paper the Monte Carlo simulation is used to make an empirical analysis of China`s financial derivative SSE 50 ETF option and the simulation price is compared with prices simulating by other models and finally compared with the current price of SSE 50 ETF option.
- Who: Options, Pricing and Xiaoan, Liufu from the College of Economics, Shenzhen University, Shenzhen, China have published the research work: Empirical Study of Monte Carlo Simulation in SSE 50 ETF Options Pricing, in the : Proceedings of the 3rd International Conference on Financial Technology and Business Analysis of . . .
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