SSRNCrypto & DeFi
Pricing Power of Perpetual Futures
The study presents a new method for pricing power perpetual futures with stochastic volatility, enhancing the existing deterministic volatility framework, particularly for crypto trading.
Featured in No. 10 on 2 Aug 2023 ·
- Released
- 28 Apr 2023
- First featured
- No. 10 · 2 Aug 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4525788
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).