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Using US publicly traded companies engaged in BTC mining to create a portfolio calibrated to mimic BTC returns. We propose creating derivatives on top of this portfolio.
School of Quants. Derivatives and Volatility. Exotic options project
Team:
Mikhail Mironov
Alena Tsvetkova
About
Using US publicly traded companies engaged in BTC mining to create a portfolio calibrated to mimic BTC returns. We propose creating derivatives on top of this portfolio.