Convexity of Error, Is a Very Simple Idea.

The black shawl's option formula misses er istocastic variable. While some options in price, the rate oa, small fotabhils gain in price. Small falerly came from convexity, but it took me a long time to realize that was it. So now i'm looking at the application of convexity. You know, it's got us. It's got a certain relationship to am to ed leamer's work we've had on the programm. We want to know something about how sensitive the results are, right? Isoi’m looking at second order facts, that i know something’s goitg to