Market attention and Bitcoin price modeling: theory, estimation and option pricing
Author:
Funder
Fondazione Cassa di Risparmio di Perugia
Banca d’Italia
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Link
http://link.springer.com/content/pdf/10.1007/s10203-019-00262-x.pdf
Reference41 articles.
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3. Bistarelli, S., Cretarola, A., Figà-Talamanca, G., Patacca, M.: Model-based arbitrage in multi-exchange models for Bitcoin price dynamics Digit. Finance (2019a). https://doi.org/10.1007/s42521-019-00001-2
4. Bistarelli, S., Figà-Talamanca, G., Lucarini, F., Mercanti, I.: Studying forward looking bubbles in Bitcoin/USD exchange rates. In: Proceedings of the 23rd International Database Applications & Engineering Symposium. ACM (2019b)
5. Black, F., Scholes, M.: The pricing of options and corporate liabilities. J. Polit. Econ. pp. 637–654 (1973)
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