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Gamma Taylor VaE DtD
| Description |
DtD difference for Value at Earnings with contextual confidence level for the Gamma sensitivity |
| Relevant context values |
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Difference between Gamma Taylor VaE and Gamma Taylor VaE Previous.
$$\text{Gamma Taylor VaE DtD}=\text{Gamma Taylor VaE}-\text{Gamma Taylor VaE Previous}$$