Hedging capabilities of Bitcoin for Asian currencies
Year of publication: |
2022
|
---|---|
Authors: | Kinkyō, Takuji |
Subject: | Asian currencies | Bitcoin | hedge | stochastic volatility model | wavelet transform | Hedging | Asien | Asia | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Stochastischer Prozess | Stochastic process | Wechselkurs | Exchange rate | Optionspreistheorie | Option pricing theory | Währungsrisiko | Exchange rate risk | US-Dollar | US dollar |
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