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Metus comments on How much to spend on a high-variance option? - Less Wrong Discussion

9 Post author: RolfAndreassen 03 January 2013 06:38PM

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Comment author: Metus 04 January 2013 04:13:57PM 0 points [-]

You are right.

It does seem arbitrary because for sufficiently high intervals for p and b the integral will exceed 1, that is allocation of all my cash and I do not know how to interpret this result.