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I asked Tom Gerace, the founder and CEO of Gather.com, about companies starting online communities. Gather.com is a community where engaged, informed adults can connect over everything from food to politics to travel to gardening to health to money to movies and much more. Members can express opinions, ask questions, post pictures, rate articles, and form subgroups.

The rst digital holograms using this method were made with a scanning electron microscope system discussed previously in 15. All the calculations for encoding the hologram were done for the virtual hologram. The virtual hologram was then transformed in the computer using the optical system parameters into the real hologram that was physically generated. The one-image-only holography technique was used to encode the holograms. Here the position of each hologram aperture is chosen according to f xi ; yi kroi 2pn f0 16:2-63

proven itself to be nothing but a farce A make-believe A fairy tale A nonexistent ghost Note that one of the unalterable beauties of BSM for the theoretical establishment is that even if option prices come from supply and demand, with no model used whatsoever, they can always match the market price to a BSM price through the implied volatility parameter, and thus claim that BSM is, in fact, widely employed Say the humans-determined market price is 100 and that, given market parameters, you could obtain exactly that price via BSM by inputting, say, 32 percent in the volatility box Academics would then victoriously stand up and yell See, traders are using BSM and choosing a 32 percent implied volatility estimate.

Theory wins once more! Supply and demand may supremely rule the options world, and implied volatility may be an illusion, but BSM and its theoretical accomplices can be very resilient at hiding the truth Secondly, even when a model called BSM is used, it is not really BSM Why Because of our old friend, volatility fudging Prior to Taleb and Haug, conventional wisdom (certainly when it came to outsiders, possibly also when it came to many insiders) held that in spite of BSM s known aws (highlighted often enough in earlier parts of this chapter), traders continued using it because they had learned how to trick it into conveniently delivering the right price.

The continuity of f now gives the result, as in Proposition 10.8. Proof of Corollary 10.12. Some attention must be paid to the fact that the coef cients 1 dj (u) = (u)H j (u) j!

Traders, it was assumed, did not trust BSM but liked it because it was so easily manipulable (just change the volatility parameter and you can obtain your desired price, in a way erasing the bothersome unrealistic assumptions and obtaining an input more in tune with the real world) Haug and Taleb themselves admit to having held that belief for years as inhabitants of the trading oor Post Taleb and Haug, all that conventionalism would no longer hold Fudging of the model, which was assumed to preserve the popularity of BSM in spite of its unworldliness, is (as has been already repeatedly discussed) in fact a complete negation of the model itself Neither Black, Scholes, nor Merton had volatility fudging in mind when devising the model; volatility fudging is a complete violation of the model s original spirit.

0.30 0.35 0.40 0.45 0.50

By fudging BSM one is actually (unbeknownst to him) ending up using a completely different (superior) model, and one that, Taleb and Haug show, had been already available under different authorships To me, this is the single most important insight from the paper As Taleb and Haug state, traders use a formula called BSM without being aware of the irony that BSM couldn t be further away from what they.

Experimental Methods signal-to-noise proportional to the square root of the time, as follows: SNR n1/2

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61% 17% 4% 4% 3% 3% 7% No reason Stress or stressful situation Orthodontic treatment Trauma Other dental procedures Motor vehicle accident Other events