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Search: subject:"cryptocurrency derivatives"
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Real-time VaR calculations for crypto derivatives in kdb+/q
Chen, Yutong
;
Bilokon, Paul
;
Hales, Conan
;
Kerr, Laura
- In:
The journal of FinTech
5
(
2025
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10015604334
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2
Log-normal stochastic volatility model with quadratic drift
Sepp, Artur
;
Rakhmonov, Parviz
- In:
International journal of theoretical and applied …
26
(
2023
)
8
,
pp. 1-63
Persistent link: https://www.econbiz.de/10014500285
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