Qu'est-ce que « Bump-and-reprice » ?

Bump-and-reprice computes a Greek by repricing the position with one input shifted and taking a finite difference: delta as $(V(S+h)-V(S-h))/2h$, gamma as $(V(S+h)-2V(S)+V(S-h))/h^2$, vega with a shift of one volatility point. It works for any pricer, at the cost of two or three valuations per Greek.