iTraxx欧洲金融与非金融指数之间的期权隐含相关性：欧洲债务危机溢出效应的度量

Option-implied correlation between iTraxx Europe Financials and Non-Financials Indexes: A measure of spillover effect in European debt crisis

• Chi‐Fai Lo
• Chun-Sing Lau
• Cho‐Hoi Hui 通讯