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Neural Network Models for Bitcoin Option Pricing

Despite the current growing interest in Bitcoins—and cryptocurrencies in general—financial instruments, as well as studies related to them, are quite underdeveloped. Therefore, this article aims to provide a suitable pricing model for options written on this peculiar underlying. This is done through...

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Detalles Bibliográficos
Autor principal: Pagnottoni, Paolo
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Frontiers Media S.A. 2019
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7861292/
https://www.ncbi.nlm.nih.gov/pubmed/33733094
http://dx.doi.org/10.3389/frai.2019.00005