phymath999
Thursday, July 26, 2012
Wilmott Forums - Long Gamma Hedge and weekly volatility
Wilmott Forums - Long Gamma Hedge and weekly volatility
www.wilmott.com/messageview.cfm?catid=38&threadid...
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2 posts - 2 authors - Jul 25, 2011
Now let?s imagine you are long gamma and you see the stock tends to have a much higher realised
vol
on
weekly
returns rather than daily
...
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