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Hedging Cryptocurrency options

The dataset contains Bitcoin price history from April 2019 to June 2020, with daily returns, volatility, and jump sizes.

Data and Resources

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Cite this as

Jovanka Matic, Natalie Packham, Wolfgang Karl (2024). Dataset: Hedging Cryptocurrency options. https://doi.org/10.57702/qqerdbt3

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It is available for use in manuscripts, and will be published when the Dataset is made public.

Additional Info

Field Value
Created December 16, 2024
Last update December 16, 2024
Defined In https://doi.org/10.48550/arXiv.2112.06807
Author Jovanka Matic
More Authors
Natalie Packham
Wolfgang Karl
Homepage https://doi.org/10.2139/ssrn.4097909