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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.

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B0R0koko/exotic_options_project

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School of Quants. Derivatives and Volatility. Exotic options project

Team:

  • Mikhail Mironov
  • Alena Tsvetkova

Tensorboard. Model 1

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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.

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