O onava Apr 9, 2013 #1 Anybody know why the parkison ratio is 1.67 * vola.. I curious where the 1.67 came from and why ??
E EquityGuy4321 Apr 9, 2013 #2 http://www.wilmott.com/messageview.cfm?catid=3&threadid=43940 Not a straightforward answer to this question, and Seems like NT might have made an error, so unfortunately the OP will still have to do some digging on their own to find the answer.
http://www.wilmott.com/messageview.cfm?catid=3&threadid=43940 Not a straightforward answer to this question, and Seems like NT might have made an error, so unfortunately the OP will still have to do some digging on their own to find the answer.
