Teng, Huei-Wen and Härdle, Wolfgang Karl (2022). Pricing and hedging Inverse BTC Options. Q2 ecosystem. Available at https://quantinar.com/course/136/pricing-and-hedging-inverse-btc-option or http://dx.doi.org/10.24818/IDA-CL/2022.10.
@misc{teng2022,
author = {Teng, Huei-Wen and Härdle, Wolfgang Karl},
title = {Pricing and hedging Inverse BTC Options},
year = {2022},
howpublished = {Q2 ecosystem},
doi = {http://dx.doi.org/10.24818/IDA-CL/2022.10.},
url = {https://quantinar.com/course/136/pricing-and-hedging-inverse-btc-option}
}
I am an associate professor in the Department of Information Management and Finance at National Yang Ming Chiao Tung University, Taiwan. My research focuses on Monte Carlo methods and financial data analytics.