What is the Expected Return on Bitcoin? Extracting the Term Structure of Returns from Options Prices
Year of publication: |
[2022]
|
---|---|
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 |
-
What Is the Expected Return on Bitcoin? Extracting the Term Structure of Returns from Options Prices
Foley, Sean, (2021)
-
Jump and volatility risk in the cross-section of corporate bond returns
Chen, Xi, (2022)
-
The equity curve and its relation to future stock returns
Stotz, Olaf, (2020)
- More ...
-
What Is the Expected Return on Bitcoin? Extracting the Term Structure of Returns from Options Prices
Foley, Sean, (2021)
-
Foley, Sean, (2022)
-
Option Implied Dividends and the Market Risk Premium
Malloch, Hamish, (2023)
- More ...