Work

Pricing Cryptocurrency Options With Volatility of Volatility

Year: 2025

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.70029

Authors: Lingshan Du, Ji Shen

Institution: Peking University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4413296381

FWCI: 0.946

Cites: 45

Cited by: 1

Related to: 10