Henry Price

University of London, Birkbeck College, Students

Doctoral Student

Malet Street

London

United Kingdom

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Scholarly Papers (1)

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Bitcoin Futures and Option Markets: Searching for Completeness

Number of pages: 17 Posted: 06 Oct 2019
Hélyette Geman and Henry Price
University of London - Economics, Mathematics and Statistics and University of London, Birkbeck College, Students
Downloads 221 (166,285)

Abstract:

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Futures on Bitcoin, Convenience Yield for Bitcoin, Bitcoin smiles and skews, bitcoin market incompleteness