researchers investigated the pricing of PASOs under a stochastic volatility model with fast mean reversion which better captures real markets compared to traditional models. Options are a ...

Murex's 2024 FX options strategy focused on meeting the trading needs of all FX options desks – from regional institutions to ...

The total dollar returns for the 10, 20 and 30-year Treasury bonds have exceeded the returns for the 6-month T-bill money ...

For example, the Black-Scholes model is still widely used for its simplicity and efficiency in pricing European-style options. However, the stochastic volatility model might be more appropriate ...

Overnight, hurricane Milton's intensity peaked at sustained winds of 180 mph with a central pressure of 897 mb before an ...

Despite Wall Street's bearish stance, Tesla's potential in high-margin segments could lead to considerable price target ...

Solana (SOL) and Shiba Inu (SHIB) whales are turning their attention to FXGuys (FXG), fueling excitement around the token’s ...

It also had to replicate derivatives pricing ... model that includes term-structure parameters, namely volatilities and rates. We have also been looking at other asset classes, such as foreign ...

Based on the trading activity, it appears that the significant investors are aiming for a price territory stretching from ...