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Cross Sensitivity Measures

A set of greeks that measure the sensitivity of an option's value (also a warrant's value) to one of the...

Cross Vomma

A cross-Greek (a sensitivity measure for two-asset options or multiple-asset options) that captures the rate of change of vomma in...

Cross Greeks

A set of greeks that measure the sensitivity of an option's value (also a warrant's value) to one of the...