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Cross volga Uncommon

Definition, synonyms and related words

Definitions
Noun
1

A measure of derivative price sensitivity, expressed as the rate of change of vega in one underlying asset with respect to the volatility of another underlying asset in a multi-asset option.

See Also
derivative asset underlying option volatility vega
Related Terms
Rhyming Words
alga olga mulga volga wilga helga brolga huelga hidalga red alga ice alga macroalga microalga snow alga brown alga green alga tibia valga golden alga blue green alga yellow green alga
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