Estos modelos tienen como parámetros de entrada el substance, la geometría de la herramienta y de la pieza y los parámetros de mecanizado, como por ejemplo la velocidad de avance y la velocidad de giro de la herramienta.
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In case the gamma is smaller, delta modifications slowly but surely, and changes to maintain a portfolio delta neutral need to be produced only comparatively infrequently. on the other hand if Gamma is extremely negative or extremely optimistic, delta is extremely delicate to the cost of the underlying asset.
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