Estimation of Implied Volatility for Ethereum Options Using Numerical Approximation Methods

Author:

Sapna S.,Mohan Biju R.

Publisher

Springer International Publishing

Reference27 articles.

1. Derivative Definition - Investopedia. https://www.investopedia.com/terms/d/derivative.asp. Accessed 10 Oct 2022

2. Options Definition - Investopedia. https://www.investopedia.com/terms/o/option.asp. Accessed 04 Jun 2022

3. Volume of Ethereum Options: The Block Crypto. https://www.theblockcrypto.com/data/crypto-markets/options. Accessed 04 Jun 2022

4. Bitcoin Option Charts: CME, Deribit Volumes. https://www.theblockcrypto.com/data/crypto-markets/options/volume-of-ethereum-options. Accessed 04 Jun 2022

5. Liang, S., Tahara, Y.: A formula to compute implied volatility, with error estimate. Interdiscip. Inf. Sci. 15(2), 267–272 (2009). https://doi.org/10.4036/iis.2009.267

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