Timeline for Is Nassim Taleb wrong about his DdeltaDvol dynamics in his Dynamic Hedging book?
Current License: CC BY-SA 4.0
7 events
| when toggle format | what | by | license | comment | |
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| Apr 19, 2023 at 4:01 | answer | added | user67097 | timeline score: 1 | |
| Mar 25, 2023 at 9:12 | review | Close votes | |||
| Apr 10, 2023 at 3:07 | |||||
| Mar 25, 2023 at 8:52 | comment | added | Kurt G. | Without further context it is hard to tell if the author was right or wrong. Apart from that: it is straightforward to take two BS formulas and figure out what is going on. I hope you don't want us to do that. | |
| Mar 25, 2023 at 2:04 | history | edited | Stochastic vol | CC BY-SA 4.0 |
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| Mar 25, 2023 at 2:03 | history | edited | Stochastic vol | CC BY-SA 4.0 |
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| S Mar 25, 2023 at 2:00 | review | First questions | |||
| Mar 25, 2023 at 8:44 | |||||
| S Mar 25, 2023 at 2:00 | history | asked | Stochastic vol | CC BY-SA 4.0 |