Crypto quanto and inverse options
Carol Alexander, Ding Chen, Arben Imeraj
| 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 | Virtuelle Währung | Virtual currency | Unvollkommener Markt | Incomplete market | Optionspreistheorie | Option pricing theory | Währungsderivat | Currency derivative | Optionsgeschäft | Option trading | Devisenoption | Currency option | Derivat | Derivative | Devisenmarkt | Foreign exchange market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12410 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014370619