论文标题
在跳转模型下定价比特币衍生物
Pricing Bitcoin Derivatives under Jump-Diffusion Models
论文作者
论文摘要
近年来，加密货币交易引起了从业者和学者的关注。与标准货币交换的数量已经知道最近的急剧增加。本文介绍了描述比特币 - US交换动态的模型的需求，并用来评估具有比特币作为基础资产的欧洲期权。
In recent years cryptocurrency trading has captured the attention of practitioners and academics. The volume of the exchange with standard currencies has known a dramatic increasing of late. This paper addresses to the need of models describing a bitcoin-US dollar exchange dynamic and their use to evaluate European option having bitcoin as underlying asset.
