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

A third-order greek that measures the sensitivity of the option vomma (volga) in response to a change in volatility. It...

A third-order greek that measures the sensitivity of the option vomma (volga) in response to a change in volatility. It...

A third-order greek that measures the sensitivity of the option vomma (volga) in response to a change in volatility. It...

A third-order greek is a third-order derivative of the option value with respect to some variable. Equivalently, it is the...

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

A third-order greek is a third-order derivative of the option value with respect to some variable. Equivalently, it is the...