Nassim Nicholas Taleb @nntaleb
Today's last lecture at Tandon (where I stand in for Peter Carr). In the Black Scholes world, dW^2=dt, non stochastic at the limit. In the real world, under discreteness, ΔW^2 >= Δt, In Fat Tailed Domains, ΔW^2 is infinite. https://t.co/zDda67sDoa — PolitiTweet.org
