From time to time I stumble across Nassim´s website and find some interesting stuff :
http://www.fooledbyrandomness.com/volexpect.pdf
Reminds me of
Dynamic hedging Simon Benninga and Zvi Wiener
http://finance.wharton.upenn.edu/~benninga/mma/MiER71.pdf
Good lecture for everybody playing controlled, aggressive strategies... ;=)
http://www.fooledbyrandomness.com/volexpect.pdf
Reminds me of
Dynamic hedging Simon Benninga and Zvi Wiener
http://finance.wharton.upenn.edu/~benninga/mma/MiER71.pdf
Good lecture for everybody playing controlled, aggressive strategies... ;=)