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- 2011-5-26
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- 2012-9-12
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Seems like that 3rd term is gamma, correct? If so, then I guess I would think of it as adjusting the delta for how deep in/out of the money the option is?
I'm pretty fried at this point, but that's what I'm going with. |
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发表于 2011-7-13 13:03
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