Upcycling and Vega neutral: Difference between pages
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imported>Doug Williamson (Create the page. Source: http://www.oxforddictionaries.com/definition/english/upcycle) |
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A vega neutral option position is one which is fully hedged against changes in the volatility of the market price of the underlying asset. | |||
== See also == | == See also == | ||
[[ | * [[Hedging]] | ||
[[Category: | * [[Neutral]] | ||
* [[Option]] | |||
* [[Underlying asset]] | |||
* [[Vega hedging]] | |||
[[Category:Financial_products_and_markets]] | |||
Revision as of 21:49, 24 March 2023
A vega neutral option position is one which is fully hedged against changes in the volatility of the market price of the underlying asset.
