Model-based arbitrage in multi-exchange models for Bitcoin price dynamics
Stefano Bistarelli, Alessandra Cretarola, Gianna Figà-Talamanca, Marco Patacca
| Year of publication: |
2019
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|---|---|
| Authors: | Bistarelli, Stefano ; Cretarola, Alessandra ; Figà-Talamanca, Gianna ; Patacca, Marco |
| Published in: |
Digital finance : smart data analytics, investment innovation, and financial technology. - [Cham] : Springer Nature Switzerland AG, ISSN 2524-6186, ZDB-ID 2947479-6. - Vol. 1.2019, 1/4, p. 23-46
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| Subject: | Bitcoin | Arbitrage | Sharpe ratio | Virtuelle Währung | Virtual currency | Arbitrage Pricing | Arbitrage pricing | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s42521-019-00001-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012223861