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Valuation and hedging of cryptocurrency inverse options - MaRDI portal

Valuation and hedging of cryptocurrency inverse options

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Publication:6592288

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DOI10.1080/14697688.2024.2364804zbMath1542.914MaRDI QIDQ6592288

Unnamed Author, Vladan Lučić

Publication date: 26 August 2024

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

Mathematics Subject Classification ID

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

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