Pricing cryptocurrency options with machine learning regression for handling market volatility
Alessio Brini, Jimmie Lenz
| Year of publication: |
2024
|
|---|---|
| Authors: | Brini, Alessio ; Lenz, Jimmie |
| Published in: |
Economic modelling. - Amsterdam : Elsevier [u.a.], ISSN 0264-9993, ZDB-ID 2013002-8. - Vol. 136.2024, Art.-No. 106752, p. 1-11
|
| Subject: | Cryptocurrency | Derivatives | Machine learning | Options | Volatility | Künstliche Intelligenz | Artificial intelligence | Volatilität | Virtuelle Währung | Virtual currency | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Optionsgeschäft | Option trading | Prognoseverfahren | Forecasting model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2024.106752 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014549153