Bitcoin : jumps, convenience yields, and option prices
Jimmy E. Hilliard and Julie T.D. Ngo
| Year of publication: |
2022
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|---|---|
| Authors: | Hilliard, Jimmy E. ; Ngo, Julie T. D. |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 22.2022, 11, p. 2079-2091
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| Subject: | Bitcoin | Jump-diffusion | Options | Parameter estimation commodity | Optionspreistheorie | Option pricing theory | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Derivat | Derivative | Stochastischer Prozess | Stochastic process |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2022.2109989 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013490923