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 ?
This paradigm uses lambda functions ready to be used where declared instead of function pointers.
Keywords: lambda, combinator, predicate, stochastic neoclassical growth model.
Those results, in turn, could deepen astrophysicists' understanding of supernovas and neutron stars, whose extreme conditions presumably could generate lambdas.
Since there's no way to study extreme conditions on Earth, researchers have looked for other ways to get lambdas together.
For additional configuration options, customers can use the Cisco ONS 15540 ESP's Optical Add/Drop Multiplexing (OADM) modules to add or drop multiples of 4, 8, or 16 lambdas at a time on their networks.
These products incorporate several new technologies, combining packet/cell switching, synchronous cross-connection and grooming, and innovative lambda and sub-lambda optical switching into a single platform.