Name of Quantlet: 'Deribit_inverse_BTC_options_hedging'
Published in: 'Dynamic hedging of the inverse BTC option with Heston stochastic volatility model'
Description: 'We focus on the inverse BTC options traded in Deribit and provide codes for calculating greeks under SV.'
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Submitted: 'Nov 5, 2022'
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This repository procides Python codes for greek calculation of inverse BTC options
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