A Sentiment-Based Model for the Bitcoin: Theory, Estimation and Option Pricing-Reference-Cited by-同舟云学术

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A Sentiment-Based Model for the Bitcoin: Theory, Estimation and Option Pricing

Published:2017 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Cretarola Alessandra,Figg-Talamanca Gianna,Patacca Marco

Publisher

Elsevier BV

Reference20 articles.

1. The pricing of options and corporate liabilities;Fischer Black;The Journal of Political Economy,1973

2. Statistical Models

3. Hedging of contingent claims under incomplete information;Hans F�llmer;Applied Stochastic Analysis,1991

4. Minimal martingale measure;Hans F�llmer;Encyclopedia of Quantitative Finance,2010

Cited by 4 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. Machine Learning Sentiment Analysis in Detection System for Rupiah Currency Value Using SysML Language;Journal of Physics: Conference Series;2021-02-01

2. Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin;Journal of Economic Dynamics and Control;2020-10

3. Forecasting Cryptocurrency Value by Sentiment Analysis: An HPC-Oriented Survey of the State-of-the-Art in the Cloud Era;Lecture Notes in Computer Science;2019

4. Does Market Attention Affect Bitcoin Returns and Volatility?;SSRN Electronic Journal;2018

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