MarketXLS

Opt Heston Volga

Calculates Volga (second derivative wrt volatility) using Heston model

Syntax

=mxls.opt_Heston_Volga(stockPrice, expiryDate, optionType, strikePrice, [riskFreeRate], [dividendYield], [v0], [theta], [kappa], [sigma], [rho])
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MarketXLS Excel Add-in Tutorial - How to Use Opt Heston Volga and Other Financial Formulas
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