DvommaDvol
Noun
Meaning
DvommaDvol (uncountable)
(finance) A third-order measure of derivative price sensitivity, expressed as the rate of change of vomma with respect to changes in the volatility of the underlying asset.
Noun
DvommaDvol (uncountable)
(finance) A third-order measure of derivative price sensitivity, expressed as the rate of change of vomma with respect to changes in the volatility of the underlying asset.