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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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Formato: | Online Artículo Texto |
Lenguaje: | English |
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Frontiers Media S.A.
2019
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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 |