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21. An option is priced at $4.31 and has a vega of .10. If the implied volatility of the option is 25%, what would it
21. An option is priced at $4.31 and has a vega of .10. If the implied volatility of the option is 25%, what would it be if the volatility of the underlying increases by 1%.
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Illustrating Finance Policy With Mathematica
Authors: Nicholas L. Georgakopoulos
1st Edition
3319953710, 978-3319953717
