3 ms·
In regards to the very specific claim that the volatility of an option's price decreases asymptotically as the uncertainty of its underlying increases? No, that
by throwawaymath 7y ago
In regards to the very specific claim that the volatility of an option's price decreases asymptotically as the uncertainty of its underlying increases? No, that's entirely correct.
In regards to Nate Silver's forecasts more generally? I don't know - it's hard to get past the tone of his arguments to understand what his actual disagreement is.