Balazs Kralik, Nora Felfoeldi-Szuecs, Kata Váradi. Implied Volatility Based Margin Calculation On Cryptocurrency Markets. In Ibrahim A. Hameed, Agus Hasan, Saleh Abdel-Afou Alaliyat, editors, Proceedings of the 36th ECMS International Conference on Modelling and Simulation, ECMS 2022, Ålesund, Norway, May 30 - June 3, 2022. pages 70-77, European Council for Modeling and Simulation, 2022. [doi]
Abstract is missing.