Advanced model calibration on bitcoin options
Dilip B. Madan, Sofie Reyners, Wim Schoutens
| Year of publication: |
2019
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|---|---|
| Authors: | Madan, Dilip B. ; Reyners, Sofie ; Schoutens, Wim |
| Published in: |
Digital finance : smart data analytics, investment innovation, and financial technology. - [Cham] : Springer Nature Switzerland AG, ISSN 2524-6186, ZDB-ID 2947479-6. - Vol. 1.2019, 1/4, p. 117-137
|
| Subject: | Cryptocurrency | Modelling | Bitcoin | Calibration | Virtuelle Währung | Virtual currency | Elektronisches Geld | Electronic money | Optionspreistheorie | Option pricing theory | Modellierung | Scientific modelling |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s42521-019-00002-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012223870