gamma decay
Word Rarity
Rare
Frequency: Zipf frequency 3.46 in modern English
21
Scrabble Score
10
Letters
3
Syllables
7
Unique Chars
Meaning
noun
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.
Uncountable