INCREASING THE ACCURACY OF VEGA
The magic number pi is used almost everywhere.
To increase the accuracy of Vega further you can just add billions of more known digits and a infinite number of unknown digits to the magic pi.
"Exploring pi is like exploring the universe."
"If you understand Vega in every detail you almost understand the universe "
Espen G. Haug
By the way, Vega is the name of a star and not a Greek like the other option sensitivities.
"The girl my brother knew found out exactly what pi equals,
but she went nuts"
From The Joy of PI book by David Blatner
I can strongly recommend this book to anybody involved in option trading.
copyright Espen Haug 1998- 2004 all rights reserved