Pricing of Shanghai stock exchange 50 ETF options based on different volatility models

• Qingchun Wu,

  Roles Formal analysis, Funding acquisition, Software, Writing – original draft, Writing – review & editing

  Affiliation Tan Siu Lin Business School, Quanzhou Normal University, Quanzhou, China

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• Xiaoping Kuang,

  Roles Data curation, Formal analysis, Software, Writing – original draft, Writing – review & editing

  Affiliation Tan Siu Lin Business School, Quanzhou Normal University, Quanzhou, China

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• Binhong Wu ,

  Roles Conceptualization, Data curation, Software, Supervision, Writing – review & editing

  * E-mail: 1477989235@qq.com (BW); cllxxh@qztc.edu.cn (XX)

  Affiliation College of Computer and Information Sciences, Fujian Agriculture and Forestry University, Fuzhou, China

  https://orcid.org/0000-0001-5192-4658

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• Xuhong Xu

  Roles Conceptualization, Supervision, Writing – review & editing

  * E-mail: 1477989235@qq.com (BW); cllxxh@qztc.edu.cn (XX)

  Affiliation Tan Siu Lin Business School, Quanzhou Normal University, Quanzhou, China

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