Talk:Vanna–Volga pricing

Latest comment: 4 years ago by Vinzklorthos

Definitions of RR_{vanna} and BF_{volga} are missing. Exactly which formulas should be used to compute these? Ulner (talk) 23:22, 16 March 2011 (UTC)Reply


Definition of ATM(K_0) is missing. — Preceding unsigned comment added by Athos.jingle (talkcontribs) 14:06, 26 May 2015 (UTC)Reply


What does "Survival Probability" and "First Exit Time" have to do with Vanna-Volga Pricing?Vinzklorthos (talk) 12:22, 13 August 2019 (UTC)Reply