Pricing cryptocurrency options with machine learning regression for handling market volatility

Alessio Brini, Jimmie Lenz

Year of publication:	2024
Authors:	Brini, Alessio ; Lenz, Jimmie
Subject:	Cryptocurrency \| Derivatives \| Machine learning \| Options \| Volatility \| Künstliche Intelligenz \| Artificial intelligence \| Volatilität \| Virtuelle Währung \| Virtual currency \| Optionspreistheorie \| Option pricing theory \| Derivat \| Derivative \| Optionsgeschäft \| Option trading \| Prognoseverfahren \| Forecasting model \| Finanzmarkt \| Financial market

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