What is Colour for option value
What is Colour for option value?
Expert
Colour: It is the rate of change of gamma, that is, an option or a portfolio of options is the second derivative of position regarding the underlying, along with time.
Colour: ∂3V/∂S2 ∂t.
Can I employ real probabilities for pricing derivatives? Answer: Yes you can. But you may require moving away from classical quantitative finance.
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