"Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing."

Danial Saef, Yuanrong Wang, Tomaso Aste (2023)

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DOI: 10.1145/3543873.3587621

access: closed

type: Conference or Workshop Paper

metadata version: 2023-05-17

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Danial Saef, Yuanrong Wang, Tomaso Aste:
Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing. WWW (Companion Volume) 2023: 1103-1110

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