Re:Show HN: RandomCoin – A cryptocurrency that changes its p...
by vmception on Friday January 28, 2022 @07:49PM
(#30122568)
Black-Scholes still is a dumb pricing model, I feel like an options pricing model should factor in the liquidity of the underlying asset and Black-Scholes and other pricing methods I have seen do not. Even though implied volatility is hand waiving away every variable not known, even that is not factoring in underlying liquidity.
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