Hedging with automatic liquidation and leverage selection on bitcoin futures

DOI10.1016/j.ejor.2022.07.037OpenAlexW4288760580MaRDI QIDQ2106762

Carol Alexander, Bin Zou, Jun Deng

Publication date: 19 December 2022

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2022.07.037

zbMATH Keywords

financeleverageliquidationcryptocurrencyperpetual swap

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

• Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
• Hedging effectiveness of stock index futures
• Electricity swing options: behavioral models and pricing
• Supply chain network equilibrium with strategic financial hedging using futures
• A parsimonious parametric model for generating margin requirements for futures
• Optimal bitcoin trading with inverse futures

This page was built for publication: Hedging with automatic liquidation and leverage selection on bitcoin futures