Pricing Kernels and risk Premia implied in bitcoin options
Year of publication: |
2023
|
---|---|
Authors: | Winkel, Julian ; Härdle, Wolfgang |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 11.2023, 5, Art.-No. 85, p. 1-18
|
Subject: | Bitcoin | Deribit | pricing kernel | risk aversion | speculation | hedging | Risikoaversion | Risk aversion | Optionspreistheorie | Option pricing theory | Hedging | Spekulation | Speculation | Risikoprämie | Risk premium | Virtuelle Währung | Virtual currency | Anlageverhalten | Behavioural finance | CAPM | Börsenkurs | Share price | Black-Scholes-Modell | Black-Scholes model | Optionsgeschäft | Option trading | Core |
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