(Q123024119)

English

vega

derivative of the option value with respect to the volatility of the underlying asset

kappa

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Statements

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defining formula

{\mathcal {V}}={\frac {\partial V}{\partial \sigma }}

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Identifiers

Brilliant Wiki ID

option-greeks-vega

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Sitelinks

Wikipedia(2 entries)

enwiki Vega (finance)
itwiki Vega (opzioni)

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