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Found 2 papers, 2 papers with code
Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing
The increasing adoption of Digital Assets (DAs), such as Bitcoin (BTC), rises the need for accurate option pricing models.
Understanding jumps in high frequency digital asset markets
While attention is a predictor for digital asset prices, and jumps in Bitcoin prices are well-known, we know little about its alternatives.
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