@article{1bde5776765f4d1c831cd85f4cc0ece2,
title = "Bitcoin: jumps, convenience yields, and option prices",
keywords = "Bitcoin, Jump-diffusion, Options, Parameter estimation commodity",
author = "Hilliard, {Jimmy E.} and Ngo, {Julie T.D.}",
note = "Publisher Copyright: {\textcopyright} 2022 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group.",
year = "2022",
doi = "10.1080/14697688.2022.2109989",
language = "English",
volume = "22",
pages = "2079--2091",
journal = "Quantitative Finance",
issn = "1469-7688",
publisher = "Taylor and Francis Group",
number = "11",
}