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Of course not They assumed that BSM was used because a lot of other people were also assuming that After Taleb-Haug, we can no longer assume so freely There are two main reasons why BSM is, frankly, not used First, option prices (at least for liquid contracts) may be simply the result of supply-demand interaction, with no model involved at all Taleb recalls that during his time as pit trader two decades after BSM was introduced to the world, he was surprised to see traders operate without recourse to any formula As Taleb and Haug expose, many times options are priced via other options, through a simple conduit known as put-call parity (a key arbitrage relationship that allows one to obtain the price of a call from that of a put, and vice versa) No fancy mathematical modeling required, really.

The software package XFDTD by Remcom was used in the computer experiments [Kuhl, Ersoy]. In this environment, the region of interest is a cubical mesh, where each mesh edge can be given different material properties in order to simulate a speci ed geometry. For each cell, the material may be a perfect conductor or free space, or may be de ned in other ways. The sampling in space has sub-wavelength format, typically in the range of 1/10 1/30 of a wavelength. The region of interest is excited by either a plane wave or multiple voltage sources. The excitation may be pulsed or sinusoidal. The duration of the simulation is set by specifying the number of desired time steps.

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(It s frankly interesting to note that certain academics appear to have very recently embraced the notion that, shock of shocks, the price of an option may hinge on supply and demand forces And not because after long periods of re ection it may have dawned on them that perhaps, just maybe, the fact that more people want to buy a contract than sell it, or vice versa, might have an impact on the contract s market value No, they claim that the supply-demand factor should be looked at speci cally because we now have good reason to suspect that the BSM-sanctioned theoretical formula for manufacturing an option may not work too properly after all, so poor devastated traders may be reduced to the decidedly barbarian chore of simplistically yelling buy and sell.

Next we shall analyse the requirements of IP-based services. In the interests of clarity, this is done using two example services: a simple content service, and a composite one, called augmented VoIP . The ndings of the examples are generalized after the example. All technical details given below are by way of an example only, but are nevertheless real-life examples of typical protocols involved.

That is, academia would decide that supply and demand should matter when analyzing option pricing only after it has become convinced that theoretical alternatives are less than useful, not because the professors would naturally and instinctively take for granted, as anybody else would unfailingly do, that buyers and sellers should always be assumed to having a big say) One of the key implications of all this (there are many, including a questioning of the Nobel Prize in Economics) is that implied volatility, a ubiquitous element of the markets, would cease to make sense In fact, it would cease to exist Implied volatility (supposedly the number that traders are consensually inputting under the volatility parameter in the pricing model) simply can t exist in a world where option prices are determined by supply and demand Implied volatility is 100 percent model-dependent No model, no implied volatility.

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