α

γ

BSM策略

LBSM策略

0.31

0.1

0.3105

0.3249

0.31

0.3

0.3268

0.3272

0.31

0.5

0.3431

0.3428

0.32

0.1

0.3279

0.3348

0.32

0.3

0.3439

0.3383

0.32

0.5

0.3599

0.3538