Re:Jane Street barred from Indian markets as regulator freez...
by mcakes on Sunday July 06, 2025 @10:52PM
(#44486308)
No - no market maker is using stochastic volatility. (L)SV is only used for exotics.
Market makers use a tricked out Black Scholes where the 'secret sauce' is in how you apply the chain rule when you calculate the greeks.
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Re:Jane Street barred from Indian markets as regulator freez...
by rybosworld on Monday July 07, 2025 @12:11PM
(#44491808)
Would be curious to know more about this.