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Measure the market risk of the options on stock indices based on GJR-GARCH model and Monte Carlo simulation

机译：基于GJR-GARCH模型和蒙特卡罗模拟来衡量股票指标选项的市场风险

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Qiang Li; Shaoxian Xia;
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Measure the market risk of the options on stock indices based on GJR-GARCH model and Monte Carlo simulation

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