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Vanna Taylor ES 99 DtD
| Description |
DtD difference for Expected Shortfall with fixed confidence level of 99% for the Vanna sensitivity |
Difference between Vanna Taylor ES 99 and Vanna Taylor ES 99 Previous.
$$\text{Vanna Taylor ES 99 DtD}=\text{Vanna Taylor ES 99}-\text{Vanna Taylor ES 99 Previous}$$