Pricing options via Fourier-Laplace inversion of characteristic function of Lifted Rough Volatility

[Heydrrich]

no you dumb trouser stain, did you not just read that I'm going to unify relativity with qm?
That's curved spacetime for an uneducated reactionary cleche spewing idiot like yourself

If you're so smart, why aren't you strong?

 

[stochastix]

If you're so smart, why aren't you strong?

I am, wtf are on about?

 

[Heydrrich]

I am, wtf are on about?

Good

 

[Overnight]

no you dumb trouser stain, did you not just read that I'm going to unify relativity with qm?
That's curved spacetime for an uneducated reactionary cleche spewing idiot like yourself

Hey, Barclay, get out of the holodeck and get back to work!

 

[stochastix]

Hey, Barclay, get out of the holodeck and get back to work!

 

[stochastix]

The result of Newton interpolation of the vix futures term structure

x=daysUntilCulmination y=price


x=[[0.72170465313112264205 +/- 1.31e-21], [7.7217046531311224200 +/- 6.71e-21], [14.721704653131123308 +/- 1.86e-19], [21.721704653131123308 +/- 1.86e-19], [28.721704653131123308 +/- 1.86e-19]]
y=[[19.025000000000000000 +/- 3e-23], [20.550000000000000000 +/- 3e-23], [21.075000000000000000 +/- 3e-23], [21.825000000000000000 +/- 3e-23], 23.000000000000000000]
Coeffs=[[18.677523308509629787 +/- 4.33e-19], [0.36155789152821563797 +/- 6.68e-22], [-0.024026858209860470552 +/- 3.07e-22], [0.00079255971340973184831 +/- 3.53e-24], [-7.3753991392475392755e-6 +/- 1.65e-26]] would be the parameter vector Z

 

[Overnight]

The result of Newton interpolation of the vix futures term structure

x=daysUntilCulmination y=price


x=[[0.72170465313112264205 +/- 1.31e-21], [7.7217046531311224200 +/- 6.71e-21], [14.721704653131123308 +/- 1.86e-19], [21.721704653131123308 +/- 1.86e-19], [28.721704653131123308 +/- 1.86e-19]]
y=[[19.025000000000000000 +/- 3e-23], [20.550000000000000000 +/- 3e-23], [21.075000000000000000 +/- 3e-23], [21.825000000000000000 +/- 3e-23], 23.000000000000000000]
Coeffs=[[18.677523308509629787 +/- 4.33e-19], [0.36155789152821563797 +/- 6.68e-22], [-0.024026858209860470552 +/- 3.07e-22], [0.00079255971340973184831 +/- 3.53e-24], [-7.3753991392475392755e-6 +/- 1.65e-26]] would be the parameter vector Z

You believe what you want to believe. If the Ukraine war ends tomorrow, your entire Newtonian BS math model is going to collapse, along with the VIX term structure.

 

[stochastix]

You believe what you want to believe. If the Ukraine war ends tomorrow, your entire Newtonian BS math model is going to collapse, along with the VIX term structure.

Shut the fuck up you clueless asshat. There's a thing called hedging you might have heard about. Your such a dumb fuck stick you aren't even worthy of cussing at. But basically you hedge via the underlying and a variance swap. It's not black Scholes you bafoon and Newtonian is not the proper word to use in this context. So keep your bullshit to yourself you fucking pompous idiot

 

[Overnight]

Shut the fuck up you clueless asshat. There's a thing called hedging you might have heard about. Your such a dumb fuck stick you aren't even worthy of cussing at. But basically you hedge via the underlying and a variance swap. It's not black Scholes you bafoon and Newtonian is not the proper word to use in this context. So keep your bullshit to yourself you fucking pompous idiot

And interpolating BS from my sentence to mean Black Sholes is not proper in this context, because that's not what I meant it to stand for.