Options Jive - March 2, 2021 - Empirical vs Theoretical Returns
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English - March 02, 2021 14:42 - 11 minutes - 10.6 MB Video - ★★★★★ - 173 ratingsInvesting Business Education How To Homepage Download Apple Podcasts Google Podcasts Overcast Castro Pocket Casts RSS feed
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Options pricing models are based on theoretical models for the returns on underlyings. Today Tom and Tony explore the empirical distribution of underlying returns and compare it to the Black-Scholes model.