Re: Volatility estimates
- From: bob <bob_koca@xxxxxxxxxxx>
- Date: Fri, 14 Mar 2008 07:52:57 -0700 (PDT)
And even if there were a theoretical volatility the estimates would
need to be for how A and B are actually playing. But if they start
betting on it B can make intentionally terrible plays
to sabotage A's estiamtes.
Also note that Tom's idea never actually involves estimating the
volatility as you had defined it.