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Bewertung von DAX-Optionsscheinen : eine theoretische und empirische Analyse der Bewertung von Plain-Vanilla-Optionsscheinen auf den Deutschen Aktienindex (DAX)

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On feedback effects from hedging derivatives

Platen, Eckhard - In: Mathematical finance : an international journal of … 8 (1998) 1, pp. 67-84

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Implizite Volatilitäten am Aktien- und Optionsmarkt

Dartsch, Andreas - 1999

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Theta neutral gamma hedging

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Identifying Stock Market Bubbles : Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities

Karimov, Azar - 2017

parameter derived by employing conic finance theory. Further, it shows how to develop the closed form formulas of the bid and … interested in risk management, portfolio optimization and hedging in real-time to identify when asset prices are in a bubble …Introduction -- Review on Research Conducted -- Theory of Conic Finance -- Stock Prices Follow a Brownian Motion …