The valuation of cryptocurrencies in single-asset and multiple-asset models
Year of publication: |
2019
|
---|---|
Authors: | Abraham, Rebecca ; Tao, Zhi |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 9.2019, 4, p. 1093-1113
|
Subject: | Legendre Function | Esscher Transformation | Cryptocurrency | Bitcoin | Laplace |
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