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The LaTeX command for lambda (λ) is \lambda.
\lambdaWrite \lambda inside math mode — that is, between $…$ for inline math or in a \[ … \] / equation block for display math. It is part of core LaTeX math, so no extra package is required.
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Use \lambda in math mode — it needs no extra package. For example, $\lambda \in \mathbb{R}$.
None — \lambda is built into LaTeX's math mode, so no extra package is required.