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Re:The Trillion Dollar Equation [video] by mhh__ on Sunday March 03, 2024 @01:26PM (#39583000)
Taleb and Derman have argued that put call parity implies BS but other disagree quite strongly.
Re:The Trillion Dollar Equation [video] by lupire on Sunday March 03, 2024 @02:32PM (#39583649)
Under reasonable assumptions, put call parity is true so it's not an important statement to say that it implies BS.
Re:The Trillion Dollar Equation [video] by mhh__ on Sunday March 03, 2024 @02:35PM (#39583677)
You still need additional assumptions about the delta hedged PnL, no?
Re:The Trillion Dollar Equation [video] by JumpCrisscross on Monday March 04, 2024 @01:32AM (#39587620)
> Taleb and Derman have argued that put call parity implies BS but other disagree quite strongly

I mean sure. They're related. Same way the Michelson-Morley experiment implied special relativity. That doesn't detract from Einstein specifying just how. (Derman is legit but Taleb is a hack.)