OptionValuationSpeed Property
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Speed measures the rate of change in Gamma with respect to changes in the underlying price.
Namespace:
FinMath.Derivatives
Assembly:
FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax public double Speed { get; }
Property Value
Type:
DoubleSee Also