Whether proxied by the amount raised or the probability that this amount exceeds the soft cap, the factors driving fundraising success of token offerings have changed considerably over the past four years. Possible factors include target market cap for the token, genuine signals of the venture's...

We analyse robust dynamic delta hedging of bitcoin options using a set of smile-implied and other smile-adjusted deltas that are either model-free, in the sense that they are the same for every scale-invariant stochastic and/or local volatility model, or they are based on simple regime-dependent...

A plethora of academic papers on generalized autoregressive conditional heteroscedasticity (GARCH) models for bitcoin and other cryptocurrencies have been published in academic journals. Yet few, if indeed any, of these are employed by practitioners. Previous academic studies produce results...