Lambda

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Lambda

The ratio of a change in the option price to a small change in the option volatility. It is the partial derivative of the option price with respect to the option volatility.
References in periodicals archive ?
These, in turn, impinged on a beryllium target, which, on occasion, released a hypernucleus containing a proton, a neutron, and two lambdas.
In the Brookhaven study, the team verified the presence of doubly strange hypernuclei by using a cylindrical detection chamber to recognize pairs of particles called pions, which are produced when lambdas decay.
For management, the Cisco ONS 15540 ESP offers an additional, dedicated lambda, called the Optical Supervisory Channel, which provides a variety of performance monitoring and troubleshooting capabilities for each fiber the system uses.