Nassim Nicholas Taleb @nntaleb
@octonion In options valuation, the version of the Jensen gap. time value = ½ d^2f/dS^2 sigma^2 = ½ gamma sigma^2 — PolitiTweet.org
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Thu Mar 16 00:43:41 +0000 2023
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Likely AvailableNassim Nicholas Taleb @nntaleb
@octonion In options valuation, the version of the Jensen gap. time value = ½ d^2f/dS^2 sigma^2 = ½ gamma sigma^2 — PolitiTweet.org