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Friday, 19 April 2013
Option traders use (very) sophisticated heuristics, never the Black–Scholes–Merton formula
Option traders use (very) sophisticated heuristics, never the Black–Scholes–Merton formula
http://talus.maths.usyd.edu.au/u/UG/SM/MATH3075/r/Haug_Taleb_2011.pdf
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