Continuous American strangle choices (PASOs) supply financiers a technique for decreasing danger throughout extremely unstable market situations by permitting them to purchase or offer choices at any kind of day without an expiry day. In a brand-new research, scientists examined the prices of PASOs under a stochastic volatility design with quick mean reversion which much better records actual markets contrasted to conventional versions.
发布者：Dr.Durant，转转请注明出处：https://robotalks.cn/researchers-develop-precise-pricing-formula-for-perpetual-american-strangle-options/
