How to Get Fat Tales From Gautinstribution

The expected time series annualizedan is te primater for an option, because an option have some convexity that depends on that. So it's very simple. You price the option at a sato, pricing the option at sa sigma. And then youou explain for people that volatility is is ashe variance of this time series ifact. It square squaree, the squirit of the variancet.