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SSRNCrypto & DeFi

Arbitrage Opportunities and Efficiency Tests in Crypto Options

Bitcoin and ether derivatives markets are becoming more efficient, especially for longer-dated options.

Featured in No. 6 on 5 Jul 2023 · 6 days after release · 1 citation today

Released
29 Jun 2023
First featured
No. 6 · 5 Jul 2023
Citations (Semantic Scholar)
1
Influential citations
0
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
4
Identifier
SSRN 4495548

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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