Crypto quanto and inverse options
Year of publication: |
2023
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Authors: | Alexander, Carol ; Chen, Ding ; Imeraj, Arben |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 33.2023, 4, p. 1005-1043
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Subject: | cryptocurrency | foreign exchange | hedging | incomplete market | inverse option | Hedging | Unvollkommener Markt | Incomplete market | Optionspreistheorie | Option pricing theory | Virtuelle Währung | Virtual currency | Derivat | Derivative | Optionsgeschäft | Option trading | Währungsderivat | Currency derivative | Devisenoption | Currency option |
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