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What is the expected return on bitcoin? Extracting the term structure of returns from options prices - MaRDI portal

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What is the expected return on bitcoin? Extracting the term structure of returns from options prices (Q2069988)

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scientific article; zbMATH DE number 7461571
Language Label Description Also known as
English
What is the expected return on bitcoin? Extracting the term structure of returns from options prices
scientific article; zbMATH DE number 7461571

    Statements

    title
    What is the expected return on bitcoin? Extracting the term structure of returns from options prices (English)
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    author
    Sean Foley
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    Simeng Li
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    Hamish Malloch
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    Jiri Svec
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    publication date
    21 January 2022
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    zbMATH Keywords
    bitcoin
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    cryptocurrency
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    expected return
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    term structure
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    risk premium
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    Identifiers

    zbMATH DE Number
    7461571
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    OpenAlex ID
    W3209521018
    0 references
     
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