We saw that risk and tail risk are mathematically separate objects, conflated by the IYI intellectual yet idiot crowd.
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for the purpose of pricing derivatives under incomplete market environments. Option prices were simulated based on three incomplete option price models: stochastic volatility model, jump diffusion model, and stochastic volatility with. Opacity: What We Do Not See. A Philosophical Notebook, by Nassim Nicholas Taleb.
The mathematical version is here.. Non philosophorum sed philosophiae historiae. This is a superb piece and I hope it is widely read and taken to heart in Wall Street, Silicon Valley, and Washington.
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