Prediction of cryptocurrency prices through a path dependent Monte Carlo simulation

DOI10.1080/03610918.2025.2480211MaRDI QIDQ7356794zbMATH OpenFDO

Authors Ayush Singh, Anshu K. Jha, Amit N. Kumar

Publication date 24 September 2026

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2025.2480211

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A closed-form solution for options with stochastic volatility with applications to bond and currency options
• A jump-diffusion model for option pricing
• Bitcoin price prediction using machine learning: an approach to sample dimension engineering
• Greedy function approximation: A gradient boosting machine.
• scientific article; zbMATH DE number 51724 (Why is no real title available?)
• Option pricing when underlying stock returns are discontinuous
• The pricing of options and corporate liabilities
• Volatility estimation for Bitcoin: a comparison of GARCH models

This page was built for publication: Prediction of cryptocurrency prices through a path dependent Monte Carlo simulation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7356794)