Pricing cryptocurrency options

Hou, Aijun, Wang, Weining, Chen, Cathy et al. (1 more author) (2020) Pricing cryptocurrency options. Journal of Financial Econometrics. pp. 250-279. ISSN 1479-8409

Abstract

Metadata

Authors/Creators:
  • Hou, Aijun
  • Wang, Weining (weining.wang@york.ac.uk)
  • Chen, Cathy
  • Härdle, Wolfgang
Copyright, Publisher and Additional Information: © The Author(s) 2020
Dates:
  • Accepted: 9 March 2020
  • Published: 15 May 2020
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Pure (York)
Date Deposited: 09 Mar 2020 12:00
Last Modified: 26 May 2020 23:19
Published Version: https://doi.org/10.1093/jjfinec/nbaa006
Status: Published
Refereed: Yes
Identification Number: https://doi.org/10.1093/jjfinec/nbaa006

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Filename: nbaa006.pdf

Description: Pricing Cryptocurrency Options

Licence: CC-BY 2.5

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