Compute vega sensitivities and hedging costs for barrier options (knock-in, knock-out). Barrier options have discontinuous vega near the barrier, making hedging expensive and model-dependent.
Enter the values for the scenario you are assessing. Compute vega sensitivities and hedging costs for barrier options (knock-in, knock-out). Barrier options have discontinuous vega near the barrier, making hedging expensive and model-dependent. Use the vega hedge barrier result to inform your calculation.