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2 votes

Vanna vs volga and vega

I am not sure I agree with @dm63 - this is way too long for a comment, not necessarily a definitive answer though to be honest. I think the fungibility argument is mainly applied / applicable for ...
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3 votes

If two models imply the same volatility surface, do their greeks still differ?

Too long for a comment, so: As mentioned above, and as I think you already know, to each SV model there corresponds a LV model with the same marginals. Both will therefore generate the same vanilla ...
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