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Fat tails and their impact on option prices | by Mark Jamison | May, 2022 | DataDrivenInvestor

Retrieved on: 2022-05-07 14:27:14

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Fat tails and their impact on option prices | by Mark Jamison | May, 2022 | DataDrivenInvestor. View article details on HISWAI: https://medium.datadriveninvestor.com/fat-tails-and-their-impact-on-option-prices-a1e1f6e9cd53

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Option trading is usually associated with the words 'convexity' or 'leverage' with the assumption being that options are the best instrument to ...

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