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JG36

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JG36

Re: Trendliner post# 123789

Thursday, 08/25/2016 11:18:47 AM

Thursday, August 25, 2016 11:18:47 AM

Post# of 146196

How Witten's idea can be used to estimate volatility?

Please enlighten us how he "Parity" Anomaly On An Unorientable Manifold is any way applicable to this problem.


You apply the Bernstein-Frobenius inversion formula to the eigenvalues of the parity anomaly and then smooth the result with the kernel of the appropriate Lie group.
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