What Is the Expected Return on Bitcoin? Extracting the Term Structure of Returns from Options Prices
Year of publication: |
[2021]
|
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Authors: | Foley, Sean ; Li, Simeng ; Malloch, Hamish ; Svec, Jiri |
Publisher: |
[S.l.] : SSRN |
Subject: | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Volatilität | Volatility | Kapitaleinkommen | Capital income | Optionspreistheorie | Option pricing theory | Kapitalmarktrendite | Capital market returns |
Extent: | 1 Online-Ressource (13 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 1, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3934317 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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