Description Usage Arguments Examples

A partial derivative of the Black-Scholes Equation: dc^2/dS^2 (with respect to the stock price)

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`S` |
The Stock Price |

`K` |
The Strike Price |

`sigma` |
The volatility |

`r` |
The continuously compounded risk-tree interest rate |

`delta` |
The annualized dividend rate |

`t` |
The expiration date |

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