It's actually the least farcical proceeding around here, and you're trying to kill it.

Bachelier must have been familiar with de Moivre work. The second was first to demonstrate how the sqrt(n) emerges in statistical trials (the rule close to scientists' hearts as it underlies virtually every law in classical physics and chemistry).

As long as you can hold it between sqrt and T... I had a funny professor of statistical chemistry at the Academy - he used to say that he would teach students as long as he can hold two things: the chalk and urine.

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If you peed it in the snow, that would be something.

Reminded me of Lewis Carroll's classic: Barry, Cole, and Dix, agreed, with two other friends of theirs, Lang and Mill, that the five should meet, every day, at a certain table d’hôte. Remembering how much amusement they had derived from their code of rules for walking-parties, they devised the follo...

Specism is a terrible thing.

BTW, looks like T. gondii was no stranger to ancient Peruvian tribes:

Pot calling kettle black: Trump called the Bidens “an organized crime family” during an event today in Ft Myers, FL. Maybe he is jealous that they’re organized? He's jealous that the Bidens, or at least one of them, got $50,000/month from business in the notoriously corrupt Ukraine and all he ever ...

Thanks. I was confused by "odd" - didn't know it was a name of one of the characters.

Nice poem. I have to wait with making friends until the end of my quarantine. Now I have to keep my 1m distance (which seems to be the only regulation here in Oslo - I've seen at most 3 people wearing a mask).

And I communicated for the first time in Norwegian today! "Kan jeg fa en cappucino med havre melk, er du snill?"

In that case everything I write must be highly relevant, because you pick on every single sentence. WHY, OH WHY?! Yawn...

Don't worry, these are my last few weeks here

Im not sure what it means. Is it related to lockdown?

I gave the answer above. Memory problems?

I guess the sentiment analysis using NLP is the simplest way to model the effect of new information on traders.

I build dynamical models of large complex systems. Long ago I applied for funding for such a model of the market. I heard in response that I must have been joking (that it was impossible). I've built more complex models since then. https://media1.tenor.com/images/00f637a02dd407747f0371a00e122d25/ten...

So the question is whether you believe in those micro-assumptions as much as BSM did. The above belongs to the student forum (a quick google search suggests that many math-fin authors should visit it too), but about what the practitioners think about it I'm curious too. Sure, but the OP question is...