Just for clarity
This is what happened when Black, Scholes, Merton and Meriweather went to work trading based on options models
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Posted By: Johnny Comecardiff, Jul 22, 13:57:59
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- 1They also ignored the following
Posted By: essexcanaryOTBC, Jul 22, 14:18:11 - 3haha yeah I know it's a flawed model with flawed assumptions
Posted By: essexcanaryOTBC, Jul 22, 14:01:08
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