# 如何計算Black Scholes模型的Vomma

$$S_ {0}ë^ { - qT的} \ SQRT {T】\壓裂{1} {\ SQRT {2 \ PI}}ë^ { - \壓裂{D_ {1} ^ {2}} {2} } \壓裂{D_ {1} D_ {2}} {\西格瑪}$$

$$d_ {1} = \ frac {ln（S_ {0}/K）+（r-q）T + \ sigma ^ {2}/2T} {\ sigma \ sqrt {T}}$$

$$d_ {2} = \ frac {ln（S_ {0}/K）+（r-q）T - \ sigma ^ {2}/2T} {\ sigma \ sqrt {T}}$$

• What is $q$? (it's not defined in the referenced document)

Edit: I think there's a missing set of parentheses around $\sigma^{2}/2$ in the formulas for $d_{1}$ 和 $d_{2}$. E.g. $d_{1}$ should be

$$d_ {1} = \ frac {ln（S_ {0}/K）+（r-q）T +（\ sigma ^ {2}/2）T} {\ sigma \ sqrt {T}}$$