Pricing cryptocurrency options
Ai Jun Hou, Weining Wang, Cathy Y.H. Chen, Wolfgang Karl Härdle
| Year of publication: |
2020
|
|---|---|
| Authors: | Hou, Ai Jun ; Wang, Weining ; Chen, Cathy Y. H. ; Härdle, Wolfgang |
| Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 18.2020, 2, p. 250-279
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| Subject: | CRIX | bitcoin | cryptocurrency | SVCJ | option pricing | jumps | Virtuelle Währung | Virtual currency | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Optionsgeschäft | Option trading | Elektronisches Geld | Electronic money | Aktienoption | Stock option | Derivat | Derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbaa006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012232938