Arben Imeraj und Carol Alexander - Info zur Person

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Carol Alexander | Papers With Codepaperswithcode.com › author › carol-alexander

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no code implementations • 26 Jul • Carol Alexander, Ding Chen, Arben Imeraj. Over 90% of exchange trading on crypto options has always been on the ...

Smile‐implied hedging with volatility risk - Scholars Portal Journalsjournals.scholarsportal.info › details

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Delta hedging bitcoin options with a smile. Authors. Carol Alexander · ORCID ID · Arben Imeraj · ORCID ID. Source Information.

The Bitcoin VIX and its Variance Risk Premium by Carol Alexander,...

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We acquire a unique dataset of high-frequency traded prices for bitcoin call and put options from the Deribit cryptocurrency derivatives exchange, by 15-minute

The Bitcoin VIX and Its Variance Risk Premium | The Journal of...

jai.pm-research.com

Carol Alexander and Arben Imeraj. The Journal of Alternative Investments Spring 2021, jai ; DOI: https://doi.org jai

Cryptocurrency volatility markets | SpringerLinklink.springer.com › Digital Finance

link.springer.com

· The author would like to thank Carol Alexander, Arben Imeraj, and Andreas Weber for helpful comments and discussion as well as two anonymous ...

The Bitcoin VIX and Its Variance Risk Premium - ProQuestsearch.proquest.com › openview › 1.pdf

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Carol Alexander and Arben Imeraj. KEY FINDINGS. □ The authors novel dataset of bitcoin option prices from Deribit is applied to quote bitcoin.

of btc1ilo8k.allcp.pl

1ilo8k.allcp.pl

The index is calculated by CryptoCompare using options data from Deribit and has been developed in collaboration with Carol Alexander and Arben Imeraj at ...

Cryptocurrency volatility markets - PMC - NCBIwww.ncbi.nlm.nih.gov › articles › PMC

www.ncbi.nlm.nih.gov

· The author would like to thank Carol Alexander, Arben Imeraj, and Andreas Weber for helpful comments and discussion as well as two anonymous ...

Delta hedging bitcoin options with a smile,Quantitative Financewww.x-mol.com › paper

www.x-mol.com

· Carol Alexander, Arben Imeraj. We analyse robust dynamic delta hedging of bitcoin options using a set of smile-implied and other ...

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Arben Imeraj und Carol Alexander Person-Info