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Quantitative Finance Volume 22, 2022 - Issue 11

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Research Papers

Bitcoin: jumps, convenience yields, and option prices

Jimmy E. HilliardDepartment of Finance, Auburn University, Auburn, AL, USACorrespondence[email protected]

https://orcid.org/0000-0003-3061-9528

Julie T. D. NgoDepartment of Finance, Auburn University, Auburn, AL, USA

https://orcid.org/0000-0002-5050-0404

Pages 2079-2091 | Received 24 Jan 2022, Accepted 26 Jul 2022, Published online: 05 Sep 2022

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https://doi.org/10.1080/14697688.2022.2109989
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