@misc{yifeng2024volatility,
  title={Volatility-based strategy on Chinese equity index ETF options},
  author={Peng Yifeng},
  year={2024},
  eprint={2403.00474},
  archivePrefix={arXiv},
  primaryClass={q-fin.GN},
  url={https://arxiv.org/abs/2403.00474}
}