Value-at-risk and expected shortfall in cryptocurrencies' portfolio: A vine copula–based approach
Risk management is an important and helpful process for investors, hedge funds, traders
and market makers. One of its key points is the appropriate estimation of risk measures …
and market makers. One of its key points is the appropriate estimation of risk measures …
Put–call parity in a crypto option market—Evidence from Binance
N Felföldi-Szűcs, B Králik - Finance Research Letters, 2024 - Elsevier
This paper investigates a special and already well-documented topic within market
efficiency, the put–call parity relationship. The analysis is carried out to the cryptocurrency …
efficiency, the put–call parity relationship. The analysis is carried out to the cryptocurrency …