Optimal bitcoin trading with inverse futures
From MaRDI portal
Publication:2241555
DOI10.1007/s10479-021-04125-wzbMath1475.91354MaRDI QIDQ2241555
Bin Zou, Jun Deng, Shu-yu Zhang, Huifeng Pan
Publication date: 9 November 2021
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-021-04125-w
91B16: Utility theory
60G44: Martingales with continuous parameter
91G20: Derivative securities (option pricing, hedging, etc.)