vomma
名词 n.
英 /ˈvɒm.ə/
美 /ˈvɑ.mə/
英文释义
名词 n.
- A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the volatility of the underlying asset.
词源
Blend of volatility + gamma.
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数据来源: Wiktionary