Hello,

In chapter 4, p85, first paragraph, I see that "since A and B have the same expiry, the ratio of their vegas is the same as the ratio of their gammas". For put option, we could calculate its vega, but for digital put, do we have a closed form formula for vega? I'd really appreciate it if you could let me know how to prove the ratio of vegas is the same as ratio of gammas.

Thanks!