Symbol | Description |
---|---|

\(D\) | Dividend yield / interest rate |

\(E\) | Strike price |

\(r\) | Risk free rate |

\(S\) | Value of underlying asset |

\(T\) | Expiry date |

\(t\) | Current date |

\(V\) | Value of derivative |

\(\Delta\) | Delta \(= \frac{\partial V}{\partial S}\) |

\(\mu\) | Drift |

\(\sigma\) | Volatility |