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

By Haoying Dai

Published 2025-11-27

Everscope rating

1504.3

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

3 / 5

About this paper

Methodology: Beta-Dependent Gamma Feedback Framework with Recursive Delta-Neutral Hedging. Problem types: Risk Management, Market Making, Algorithmic Execution, Portfolio Optimization.

arXiv:2511.22766 · Paper rankings

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