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