3 ms·
>- if you do make sure you can get out of your trade You can't ever properly hedge writing options. Black-scholes zombies and "dynamic" hedgers refuse to real
by DINKDINK 8y ago
>- if you do make sure you can get out of your trade
You can't ever properly hedge writing options. Black-scholes zombies and "dynamic" hedgers refuse to realize that markets move in lurches not continuous functions.