lukestein’s avatarlukestein’s Twitter Archive—№ 10,521

  1. This is a fantastic thread (despite ignoring state-specific marginal utilities of consumption 🙃) @ben_golub/1326182676466978826
    1. …in reply to @lukestein
      I mean, I haven’t run the numbers, but it seems… not impossible that the physical and risk-neutral distributions might differ enough here that e.g., pr ≈ 3% and p ≈ 15¢?
      1. …in reply to @lukestein
        And by “ignoring” I (🐑ish) of course mean “putting below the fold” @ben_golub/1326192032931606530