"Implied volatility slopes and jumps in bitcoin options market."

Tian Chen, Jun Deng, Jing Nie (2024)

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DOI: 10.1016/J.ORL.2024.107135

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type: Journal Article

metadata version: 2024-12-19

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Tian Chen, Jun Deng, Jing Nie:
Implied volatility slopes and jumps in bitcoin options market. Oper. Res. Lett. 55: 107135 (2024)

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