"A Low-Volatility Strategy based on Hedging a Quanto Perpetual Swap on BitMEX."

Daniel Atzberger et al. (2024)

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DOI: 10.1109/ICBC59979.2024.10634346

access: closed

type: Conference or Workshop Paper

metadata version: 2024-10-16

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  - conf/icbc2/AtzbergerMHSDK24
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  - https://dblp.org/rec/conf/icbc2/AtzbergerMHSDK24
Daniel Atzberger, Toshiko Matsui, Robert Henker, Willy Scheibel, Jürgen Döllner, William J. Knottenbelt:
A Low-Volatility Strategy based on Hedging a Quanto Perpetual Swap on BitMEX. ICBC 2024: 1-5

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