---
title: Arbitrage Opportunities and Efficiency Tests in Crypto Options
url: https://www.ml-quant.com/papers/ssrn/4495548/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4495548
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4495548
featured: 2023-07-05
citations: 1
topic: Crypto & DeFi
---


# Arbitrage Opportunities and Efficiency Tests in Crypto Options

Bitcoin and ether derivatives markets are becoming more efficient, especially for longer-dated options.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4495548
- Identifier: SSRN 4495548
- Released: 2023-06-29
- First featured: Quant Letter No. 6 (2023-07-05): https://www.ml-quant.com/issues/2023-07-05/
- Citations (Semantic Scholar): 1
- Published in: not yet
- Topic: Crypto & DeFi

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