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2
votes
0answers
32 views

Testing for the presence of a positive or negative gamma effect

I am currently analyzing a statistic that I believe will have the effect of hedgers having a positive or negative gamma position in certain stocks. In the case where I believe hedgers have positive ...
-1
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0answers
45 views

Cross gamma intuitive calculation

I'm trying to figure out if there is a way to intuitively calculate cross gamma. I have a gamma table for 2 (or more) assets Asset 1 ...