Empirical Forward Price Distribution from Bitcoin Option Prices-Reference-Cited by-同舟云学术

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Empirical Forward Price Distribution from Bitcoin Option Prices

Published:2019 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Zaitsev Nikolai

Publisher

Elsevier BV

Reference4 articles.

1. Inverse Futures in Bitcoin Economy

2. Prices of State-contingent Claims Implicit in Option Prices;D Breeden;Journal of Business,1978

3. Left: QQ-plot of quantiles of probabilities of historical returns extracted from CDF Implied from options (Y-axis) vs Uniform quantiles. Right: Option prices with Maturity of Jan-25-2019 are used;Figure,2018

4. The Volatility Smile and Its Implied Tree;E ; I Derman;RISK,1994

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Bitcoin option pricing with a SETAR-GARCH model;The European Journal of Finance;2020-10-08

2. Legal smart contracts for derivative trading in mining;The Knowledge Engineering Review;2020

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