---
title: Valuation and hedging of cryptocurrency inverse options: with backtest simulations using Deribit options data
url: https://www.ml-quant.com/papers/ssrn/4606748/
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 4606748
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4606748
featured: 2023-10-25
citations: 2
topic: Crypto & 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4606748
- Identifier: SSRN 4606748
- Released: 2023-10-15
- First featured: Quant Letter No. 23 (2023-10-25): https://www.ml-quant.com/issues/2023-10-25/
- Citations (Semantic Scholar): 2
- Published in: not yet
- Topic: Crypto & DeFi

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