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 |