Bitcoin: jumps, convenience yields, and option prices (Q5051981)
From MaRDI portal
scientific article; zbMATH DE number 7620644
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bitcoin: jumps, convenience yields, and option prices |
scientific article; zbMATH DE number 7620644 |
Statements
Bitcoin: jumps, convenience yields, and option prices (English)
0 references
18 November 2022
0 references
bitcoin
0 references
options
0 references
jump-diffusion
0 references
parameter estimation commodity
0 references
0 references
