Title:
PCP-test-in-Chinese-maret
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Description: According to Shanghai 50ETF options for data collection to determine the call parity formula finance applicability in the Chinese market, return to the return series using call parity formula arbitrage.
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期权平价在中国市场的检验\datarend.m
........................\data_adj.m
........................\PCP.xlsx
期权平价在中国市场的检验
