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机器翻译，仅供参考！可使用微信自带翻译功能自行翻译 更多文献获取请关注公众号：量化前沿速递 获取 文献链接/翻译/pdf 请加入知识星球“ 量化前沿速递 ” 文献汇总 [1] Option Pricing with Stochastic Volatility, Equity Premium, and Interest Rates 随机波动、股票溢价和利率的期权定价 来源:ARXIV_20240829 [2] Assessing solution quality in risk averse stochastic programs 风险规避随机规划中的解质量评估 来源:ARXIV_20240829 [3] Multivariate Cointegration in Statistical Arbitrage 统计套利中的多元协整 来源:SSRN_20240901 [1] Option Pricing with Stochastic Volatility, Equity Premium, and Interest Rates 标题:随机波动、股票溢价和利率的期权定价 作者:Nicole Hao, Echo Li, Diep Luong-Le 来源:ARXIV_20240829 Abstract : This paper presents a new model for options pricing. The Black Scholes Merton (BSM) model plays an important role in financial options pricing. However, the BSM
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