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Mandelbrot had qualitative and quantitative insight, but I am not sure Nassim applied fractal brownian motion modeling/simulation to position himself for tail events, but more simply had the qualitative understanding of where tail event risks were greatly under-priced in the system at the time before anyone else.

In terms of fractal brownian motion vs black-scholes-merton, it is a question of practicality. It is really easy to hedge very complex portfolios with large positions using BSM, especially after adding a few considerations to extreme possibilities in volatility. Without BSM, we'd still be in the dark ages with Option Seller(Writer) firms scalping buyers with option prices 10 times higher inflation-adjusted than today. Mandelbrot doesn't offer a practical alternative, and this is the part that people didn't listen to Mandelbrot on, but that doesn't mean Mandelbrot is not awesome.



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