Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing (2023)

First Author: Saef D

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1145/3543873.3587621

Publication URI: http://dx.doi.org/10.1145/3543873.3587621

Type: Conference/Paper/Proceeding/Abstract