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26 Commits
_input
_input
 
 
_mathematica
_mathematica
 
 
_output
_output
 
 
montecarlo
montecarlo
 
 
qfin
qfin
 
 
.gitignore
.gitignore
 
 
Future_Prices.ipynb
Future_Prices.ipynb
 
 
Metainfo.txt
Metainfo.txt
 
 
README.md
README.md
 
 
README_d.md
README_d.md
 
 
calibration.ipynb
calibration.ipynb
 
 
environment.yml
environment.yml
 
 
garch_plot.ipynb
garch_plot.ipynb
 
 
hedging.ipynb
hedging.ipynb
 
 
hedging_bs.ipynb
hedging_bs.ipynb
 
 
hedging_simple.ipynb
hedging_simple.ipynb
 
 
kde_plots.ipynb
kde_plots.ipynb
 
 
ks_test.ipynb
ks_test.ipynb
 
 
latex_tables.ipynb
latex_tables.ipynb
 
 
plots_calibration.ipynb
plots_calibration.ipynb
 
 
plots_hedging.ipynb
plots_hedging.ipynb
 
 
plots_hedging_boxplots.ipynb
plots_hedging_boxplots.ipynb
 
 
plots_parameters.ipynb
plots_parameters.ipynb
 
 
plots_volsurf.ipynb
plots_volsurf.ipynb
 
 
pull_quotes.ipynb
pull_quotes.ipynb
 
 
pull_ticker.ipynb
pull_ticker.ipynb
 
 
tables.ipynb
tables.ipynb
 
 

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Visit QuantNet

Visit QuantNet hedging_cc Visit QuantNet 2.0

Name of QuantLet : hedging_cc

Published in : Hedging Cryptocurrency Options

Description : 'Code infrastructure for paper Hedging Cryptocurrency Options'

Keywords : BTC, hedging, cryptocurrency, cryptocurrency options

Author : Jovanka Lili Matic 

Submitted : Sunday, July 9 2021 by Jovanka Lili Matic

Example : 'hedging.ipyn'

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