A Continuous Time Model for Bitcoin Price Dynamics

DOI10.1007/978-3-319-89824-7_49zbMath1397.62523OpenAlexW2883170329MaRDI QIDQ4689051

Alessandra Cretarola, Gianna Figà-Talamanca, Marco Patacca

Publication date: 12 October 2018

Published in: Mathematical and Statistical Methods for Actuarial Sciences and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-89824-7_49

zbMATH Keywords

option pricingbitcoinsentiment

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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