NO.PZ2020033001000083
问题如下：
What is "sticky strike rule"?
选项：
A.
Assume the implied volatility is the same across maturities for given strike prices.
B.
Assume the implied volatility is the same for short time periods.
C.
Assume the implied volatility is the same across strike prices for given maturities.
D.
Assume the implied volatility is different across strike prices for given maturities
解释：
B is correct.
考点：知识点补充sticky strike rule
解析：
Sticky strike rule是假设在短期内implied volatility保持不变
这个假设是用来干嘛的，不太懂
