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- vbprogrammer
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vega of a stock
Is there a vega of a stock?The first def that comes to my mind is the plot between realized volatility and return. But that is not the defn. Of vega? Any thoughts?
vega of a stock
do you mean vega of s_T, thats a distribution not a specific value.
vega of a stock
To me the vega of a stock is zero since it is a linear instrument, it does not share the richness of the derivatives and the greeks