RePEcCrypto & DeFi
Cryptocurrency Options Pricing
Machine learning, particularly regression-tree methods, can improve the accuracy of cryptocurrency market options pricing compared to traditional models.
Featured in No. 53 on 12 Jun 2024 · on release day
- Released
- 12 Jun 2024
- First featured
- No. 53 · 12 Jun 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 45
- Identifier
- RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001081
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).