Implied volatility estimation of bitcoin options and the stylized facts of option pricing
Crossref DOI link: https://doi.org/10.1186/s40854-021-00280-y
Published Online: 2021-09-06
Published Print: 2021-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zulfiqar, Noshaba http://orcid.org/0000-0001-5795-7215
Gulzar, Saqib
Text and Data Mining valid from 2021-09-06
Version of Record valid from 2021-09-06
Article History
Received: 9 March 2020
Accepted: 9 August 2021
First Online: 6 September 2021
Declarations
:
: The authors declare no competing interests.