Richard PlattMay 29, 20181 min readYou got 99 problems why is gamma still one?Our recent research paper proves how the simplifying assumption used by almost every major financial institution can cause serious repercussions for PL and risk predictions. Check it on the website www.platson.io/home
Our recent research paper proves how the simplifying assumption used by almost every major financial institution can cause serious repercussions for PL and risk predictions. Check it on the website www.platson.io/home
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