Pricing formula for perpetual American strangle options under stochastic volatility (IMAGE)

Pusan National University

Pricing formula for perpetual American strangle options under stochastic volatility

Caption

The insights gained from this study show that stochastic volatility has significant influence on the pricing of perpetual American strangle options and their boundary conditions, offering crucial insights for minimizing risk in volatile markets.

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Dr. Ji-Hun Yoon from Pusan National University, Korea

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