α | γ | BSM策略 | LBSM策略 |
0.31 | 0.1 | 0.3064 | 0.3123 |
0.31 | 0.3 | 0.3242 | 0.3307 |
0.31 | 0.5 | 0.3421 | 0.3462 |
0.32 | 0.1 | 0.3419 | 0.3324 |
0.32 | 0.3 | 0.3591 | 0.3498 |
0.32 | 0.5 | 0.3763 | 0.3649 |