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Comment by yieldcrv

the creators of Black-Scholes destroyed their options selling fund based on their flawed belief that everyone else had mispriced options, or the black swan possibility should have been part of the formula

also Black-Scholes doesnt factor in the liquidity of the underlying asset, in modern times I think this is relevant in determining the utility of an options contract

there are other options pricing formulas

parent yieldcrv 2 years ago

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