Bitcoin : jumps, convenience yields, and option prices
Year of publication: |
2022
|
---|---|
Authors: | Hilliard, Jimmy E. ; Ngo, Julie T. D. |
Subject: | Bitcoin | Jump-diffusion | Options | Parameter estimation commodity | Optionspreistheorie | Option pricing theory | Virtuelle Währung | Virtual currency | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Optionsgeschäft | Option trading |
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