Beta-Dependent Gamma Feedback and Endogenous Volatility Amplification in Option Markets

Fuente: arXiv

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Bibliographic Details
Main Author:	Dai, Haoying
Format:	Preprint
Published:	2025
Subjects:	Trading and Market Microstructure Chaotic Dynamics
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2511.22766