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laslowh

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126 reputation
 bio website visits member for 5 months
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2 Questions

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 Choice of epsilon for numerical calculation of vega in binomial option pricing model
2
 How to calculate Vomma of Black Scholes model

126 Reputation

+10 How to calculate Vomma of Black Scholes model
+15 Choice of epsilon for numerical calculation of vega in binomial option pricing model

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