Abstract
Vega is the change in the value of the option with respect to a change in volatility.
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© 2015 Jawwad Ahmed Farid
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Farid, J.A. (2015). Vega, Volga and Vanna. In: An Option Greeks Primer — Building Intuition with Delta Hedging and Monte Carlo Simulation Using Excel. Global Financial Markets series. Palgrave Macmillan, London. https://doi.org/10.1057/9781137371676_10
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DOI: https://doi.org/10.1057/9781137371676_10
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-349-47572-8
Online ISBN: 978-1-137-37167-6
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