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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?