Vega neutral: Difference between revisions
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== See also == | == See also == | ||
* [[Vega hedging]] | * [[Vega hedging]] | ||
[[Category:Financial_products_and_markets]] | |||
Revision as of 20:15, 27 June 2022
A vega neutral option position is one which is fully hedged against changes in the volatility of the market price of the underlying asset.
