Abraham, Rebecca; El-Chaarani, Hani - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-20
utility function in the form of a Bessel function. Ether price functions consist of a Levy jump process. Ether futures are … the Levy jump process of price fluctuations during the delivery period. For ether options, a less risky ether option …