Hedging Cryptocurrency options

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

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The json representation of the dataset with its distributions based on DCAT.
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Jovanka Matic, Natalie Packham, Wolfgang Karl (2024). Dataset: Hedging Cryptocurrency options. https://doi.org/10.57702/qqerdbt3

DOI retrieved: December 16, 2024

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