In John hull's Page 509, it is written the expected value of u^2 is sigma^2 at the end of n+t-1 day. Does it mean, at some day in the future, the vol of of return equals to return itself. This sounds strange and incorrect. How can we get this conclusion?
Thanks.
In John hull's book, Delta is simply equal to N(d1). But in Handbook it is exp(-rt)*N(d1).
Which one should I follow? What is the industry standard for calculating this value? Like which formula Bloomberg uses to calculate Delta?
Thanks!
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