Quantcast – a Risk.net Cutting Edge podcast cover image

Igor Halperin – 08/12/22

Quantcast – a Risk.net Cutting Edge podcast

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Option Pricing Models - What Do You See as Fundamentally Wrong?

Dtu: What do you see as fundamentally wrong with the standard pricing models well yeah great thank you for for this question it's and get close to my heart. Want to talk about a topic that is i know is dtu which is option pricing modelsWell you you're talking before that you think they are all pretty much wrong which is a big statement and an interesting statement as well so I understood that they probably have to thread this carefully in order not to put lots of reputation risk honest um yeah.

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