Stuart_Armstrong comments on When the uncertainty about the model is higher than the uncertainty in the model - Less Wrong

19 Post author: Stuart_Armstrong 28 November 2014 06:12PM

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Comment author: Stuart_Armstrong 01 December 2014 08:19:03PM 0 points [-]

I don't know. I assume it means that stock prices would be subject to jumps at all scales. I just know this was a reason given for using normal distributions.