SSRNCrypto & DeFi
Valuation and hedging of cryptocurrency inverse options: with backtest simulations using Deribit options data
Inverse options, highly traded in the crypto market, perform equally well in USD and Coin units, and don't require fiat cash accounts.
Featured in No. 23 on 25 Oct 2023 · 10 days after release · 2 citations today
- Released
- 15 Oct 2023
- First featured
- No. 23 · 25 Oct 2023
- Citations (Semantic Scholar)
- 2
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4606748
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).