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How do we get explicit results for the creation of delta one strategy by use of the chaos models? Select one or more: a. We
How do we get explicit results for the creation of delta one strategy by use of the chaos models? Select one or more: a. We can calculate the volatility of an asset and based on this we can make predictions for its future value b. We can calculate explicitly the conditional expectation of an asset in the future, based on all the market information today c. We can create an ad hoc model on how the asset will move and make predictions based on that d. We can calculate the dynamics of an asset and make predictions accordingly for the future movement of an asset How do we get explicit results for the creation of delta one strategy by use of the chaos models? Select one or more: a. We can calculate the volatility of an asset and based on this we can make predictions for its future value b. We can calculate explicitly the conditional expectation of an asset in the future, based on all the market information today c. We can create an ad hoc model on how the asset will move and make predictions based on that d. We can calculate the dynamics of an asset and make predictions accordingly for the future movement of an asset
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