秋田预测市场 · Discord 审计

Leo日赚9k引热议后遭质疑状态下滑

2026-07-04 · Polymarket · 13 条相关讨论

gmdavid120 2026-07-03 22:35:22

leo has to be trading smtg else too

leo has to be trading smtg else too

poor scientist 2026-07-03 22:35:33

i cant wait for the day this guy is 1m

i cant wait for the day this guy is 1m

gmdavid120 2026-07-03 22:35:35

yeah prob true

yeah prob true

poor scientist 2026-07-03 22:35:36

its gonna be so much aura

its gonna be so much aura

gmdavid120 2026-07-03 22:35:48

only sad thing is hell lose the brain emoji

only sad thing is hell lose the brain emoji

gmdavid120 2026-07-03 22:35:55

and beocme a gas giant or a galaxy

and beocme a gas giant or a galaxy

poor scientist 2026-07-03 22:36:03

yeah and we will all orbit him

yeah and we will all orbit him

poor scientist 2026-07-03 22:36:21

The Black–Scholes /ˌblæk ˈʃoʊlz/[1] or Black–Scholes–Merton model is a mathematical model for the dynamics of a financial market containing derivative investment instruments. From the parabolic partial differential equation in the model, known as the Black–Scholes equation, one can deduce the Black–Scholes formula, which gives a theoretical estimate of the price of European-style options and shows that the option has a unique price given the risk of the security and its expected return (instead replacing the security's expected return with the risk-neutral rate). The equation and model are named after economists Fischer Black and Myron Scholes. Robert C. Merton, who first wrote an academic paper on the subject, is sometimes also credited.

The Black–Scholes /ˌblæk ˈʃoʊlz/[1] or Black–Scholes–Merton model is a mathematical model for the dynamics of a financial market containing derivative investment instruments. From the parabolic partial differential equation in the model, known as the Black–Scholes equation, one can deduce the Black–Scholes formula, which gives a theoretical estimate of the price of European-style options and shows that the option has a unique price given the risk of the security and its expected return (instead replacing the security's expected return with the risk-neutral rate). The equation and model are named after economists Fischer Black and Myron Scholes. Robert C. Merton, who first wrote an academic paper on the subject, is sometimes also credited.

gmdavid120 2026-07-03 22:40:23

leo is about to dethrone gabagool

leo is about to dethrone gabagool

fassamcoidado 2026-07-04 06:57:19

leo is already clearly washed, stuck at 809k

leo is already clearly washed, stuck at 809k