# Tag Info

let $\frac{\partial C}{\partial S}=\delta_c$ let $\frac{\partial^2 C}{\partial S^2}=\Gamma_c$ let $\frac{\partial C_0}{\partial S}=\delta_0$ let $\frac{\partial^2 C_0}{\partial S^2}=\Gamma_0$ we want $\frac{\partial V}{\partial S}=\frac{\partial C}{\partial S}=\delta_c$ and $\frac{\partial^2 V}{\partial S^2}=\frac{\partial^2 C}{\partial S^2}=\Gamma_c$ ...