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Implied volatility estimation of bitcoin options and the stylized facts of option pricing
The recently developed Bitcoin futures and options contracts in cryptocurrency derivatives exchanges mark the beginning of a new era in Bitcoin price risk hedging. The need for these tools dates back to the market crash of 1987, when investors needed better ways to protect their portfolios through o...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2021
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8418903/ https://www.ncbi.nlm.nih.gov/pubmed/35024288 http://dx.doi.org/10.1186/s40854-021-00280-y |