Bitcoin volatility and intrinsic time using double-subordinated lévy processes
Year of publication: |
2024
|
---|---|
Authors: | Shirvani, Abootaleb ; Mittnik, Stefan ; Lindquist, William Brent ; Račev, Svetlozar T. |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 12.2024, 5, Art.-No. 82, p. 1-21
|
Subject: | bitcoin volatility | intrinsic time | subordinated Lévy processes | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
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