Ever have one of those moments....
By endaround 1 Comments
where it just suddenly comes together? You know like flash of insight that after you have it you realize its obvious and that you should have known it before but didn't? Yeah that just happened to me. I was dealing with option pricing and just put together that the three partial derivatives in Ito's Lemma are the three Greeks of the opition, delta, gamma and theta. I mean obviously they are those partials but I mean I just put together they are the Greeks.
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