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Theory of Cryptocurrency Interest Rates - MaRDI portal

Theory of Cryptocurrency Interest Rates (Q5112534)

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scientific article; zbMATH DE number 7206673
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English
Theory of Cryptocurrency Interest Rates
scientific article; zbMATH DE number 7206673

    Statements

    title
    Theory of Cryptocurrency Interest Rates (English)
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    author
    Dorje C. Brody
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    Lane P. Hughston
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    Bernhard K. Meister
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    publication date
    29 May 2020
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    zbMATH Keywords
    cryptocurrencies
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    distributed ledger technologies
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    blockchains
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    interest rate models
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    pricing kernels
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    foreign exchange
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    derivatives
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    Identifiers

    DOI
    10.1137/19M1263042
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    Mathematics Subject Classification ID
    91G30
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    91G20
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    60G99
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    zbMATH DE Number
    7206673
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    arXiv ID
    1904.05472
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    OpenAlex ID
    W3009171746
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