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A Confidence-Based Model for Asset and Derivative Prices in the Bitcoin Market
Cretarola, Alessandra - 2019
We endorse the idea, suggested in recent literature, that BitCoin prices are influenced by sentiment and confidence about the underlying technology; as a consequence, an excitement about the BitCoin system may propagate to BitCoin prices causing a Bubble effect, the presence of which is...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012902367
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Local risk-minimization under the benchmark approach
Biagini, Francesca; Cretarola, Alessandra; Platen, Eckhard - 2012
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009675074
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Local risk-minimization under the benchmark approach
Biagini, Francesca; Cretarola, Alessandra; Platen, Eckhard - In: Mathematics and financial economics 8 (2014) 2, pp. 109-134
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010341774