"Hedging with automatic liquidation and leverage selection on bitcoin futures."

Carol Alexander, Jun Deng, Bin Zou (2023)

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DOI: 10.1016/J.EJOR.2022.07.037

access: open

type: Journal Article

metadata version: 2023-05-13

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  - https://dblp.org/rec/journals/eor/AlexanderDZ23
Carol Alexander, Jun Deng, Bin Zou:
Hedging with automatic liquidation and leverage selection on bitcoin futures. Eur. J. Oper. Res. 306(1): 478-493 (2023)

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