SSRNCrypto & DeFi
Cryptocurrency Inverse Options Valuation
A study on inverse options, common in crypto exchanges, reveals that they can be equivalent to standard vanilla options under certain circumstances.
Featured in No. 38 on 21 Feb 2024 ·
- Released
- 18 Nov 2023
- First featured
- No. 38 · 21 Feb 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 844
- Identifier
- SSRN 4732629
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).