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Calibrating Harvestability

Dr. Tamás Nagy Short Draft Quantitative Finance
Unreviewed draft. This paper has not been human-reviewed. Mathematical claims may be unverified. Use with appropriate caution.
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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

Connects To

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