Examlex
You are taking a discussion test in history class and are having trouble remembering important aspects of one of the topics you have been asked to describe.One method that may help your recall is _____, which includes writing down everything about the topic, even trivial details; recalling the events in different orders and from different points of view; and mentally trying to relive where you learned the information.
Gamma
A measure of the rate of change in an option's delta for a one-unit change in the price of the underlying asset.
Theta
In financial markets, it represents the rate of decline in the value of an option as time to expiration decreases, holding all else constant.
Black-Scholes
It's a mathematical model used for pricing European-style options, taking into account factors like volatility, underlying asset price, and time to expiration.
Variance
A statistical measure of the dispersion of returns for a given security or market index.
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