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Jeff Liang
@JeffLia12309881
Joined June 2020
0 Following    0 Followers
Jeff Liang@JeffLia12309881
2026.05.02 05:18
用Gamma*F表达舒适多了。Gamma*F = N'(d1) / (Sigma Sqrt(Tau)) [Black76]，大致是标准化后的Moneyness的含义。
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