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Dgammadtime
Meaning
Noun
●
In Finance:
A third-order
measure
of
derivative
price
sensitivity
,
expressed
as the rate of change of
gamma
with respect to
time, or
equivalently
the rate of change of
charm
with respect to
changes in the
underlying
asset
price.
Sourced from
Wiktionary
Synonyms
Color
Colour
Gamma Decay
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