Calibrating Harvestability
Unreviewed draft. This paper has not been human-reviewed.
Mathematical claims may be unverified. Use with appropriate caution.
Summary
Starting from the canonical fin_harvestability object \(h(T,\tau)=1-e^{-T/\tau}\), this reviewer-facing submission studies the calibration problem: when does expected return dominate volatility strongly enough that the premium can be treated as genui
Length
2,369 words
Claims
1 theorems
Status
Draft