Unnumbered source etymology
Original entry ↗noun
Selected source glosses provide context, not a complete modern definition inventoryA 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.
Blend of volatility + gamma.
Relationships mentioned by the source
These are extracted mentions, not a timeline or a verified sequence of immediate parents.
- Blend componentvolatilityen
- Blend componentgammaen
Inspect preserved source fields
Raw extraction fields are retained for auditing. Their order does not establish ancestry.
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