Vega neutral: Difference between revisions
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imported>Doug Williamson (Add links.) |
imported>Doug Williamson (Add link.) |
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* [[Underlying asset]] | * [[Underlying asset]] | ||
* [[Vega hedging]] | * [[Vega hedging]] | ||
* [[Volatility]] | |||
[[Category:Financial_products_and_markets]] | [[Category:Financial_products_and_markets]] | ||
Latest revision as of 11:48, 29 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.
