Larks comments on When the uncertainty about the model is higher than the uncertainty in the model - LessWrong

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

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Comment author: Larks 04 December 2014 03:50:03AM 3 points [-]

Why were you using an options-pricing model to predict stock returns? Black-Scholes is not used to model equity market returns.