Crypto quanto and inverse options

DOI10.1111/mafi.12410MaRDI QIDQ6187362

Ding Chen, Carol Alexander, Unnamed Author

Publication date: 31 January 2024

Published in: Mathematical Finance (Search for Journal in Brave)

zbMATH Keywords

hedgingincomplete marketforeign exchangecryptocurrencyinverse option

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• The Pricing of Options and Corporate Liabilities
• Mathematical methods for financial markets.
• Pricing Via Utility Maximization and Entropy
• PRICING AND HEDGING OF DERIVATIVES BASED ON NONTRADABLE UNDERLYINGS
• How to Time-Stamp a Digital Document
• Option and Futures Evaluation With Deterministic Volatilities¹
• Transform Analysis and Asset Pricing for Affine Jump-diffusions
• Performance of utility-based strategies for hedging basis risk
• Delta hedging bitcoin options with a smile

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