makes sense
Sneak peak at @bennpeifert’s capped variance swap pricing model.https://twitter.com/Rainmaker1973/status/1364153379832922116 …
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Nah that's page 102 in Woodford's Interest Rates and Prices.
@peterdwilliams used that in his BEI model I believe.Thanks. Twitter will use this to make your timeline better. UndoUndo
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A little disappointed the sections it was broken up into didn't more easily fit the form f(x)exp(g(x))
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I know you are fucking around, but this is the standard model lagrangian so the integral of it (the action) is the “g(x)” in basically all modern particle physics
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