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Tag Archives: Vega
Option Greeks – Vega
Option Greeks – Vega This article written by Akshit GUPTA (ESSEC Business School, Grande Ecole Program – Master in Management, 2019-2022) explains the technical subject of vega, the option Greek used in option pricing and hedging to take into account … Continue reading →
Posted in Contributors, Financial techniques
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Tagged BSM model, Call, Greeks, Options, Put, Vega
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