priced differently depending on whether it is based on options with strikes close to the current price of the underlying or … far-out-of-the-money options. The findings provide novel insights in the joint interaction between option and equity …Wie interagieren Options und Aktienmärkte miteinander? Die vorliegende Dissertation beantwortet diese Frage aus drei …

-- Appendix 4.B Proof of Theorem 4.1 -- Appendix 4.C Proof of Corollaries 4.1 and 4.2 -- Chapter 5: Hedging Asymmetric Dependence ….4.2 Correlation Swaps -- 5.4.3 Worst-Of Options -- 5.4.4 Basket Options -- 5.4.5 Derivative Strategies to Hedge AD -- 5.5 Models for …