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Btc geometric brownian | Which among the following measures the time decay value of an option? However, GBM is not a completely realistic model, in particular it falls short of reality in the following points:. Briefly explain the above equation. Help the analyst to pick the right option for investment based on the risk preference. Both individuals and organizations that work with arXivLabs have embraced and accepted our values of openness, community, excellence, and user data privacy. |
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