Arben Imeraj

University of Sussex

Sussex House

Falmer

Brighton, Sussex BNI 9RH

United Kingdom

  • University of Sussex

SCHOLARLY PAPERS

3

DOWNLOADS

2,691

SSRN CITATIONS

11

CROSSREF CITATIONS

4

Scholarly Papers (3)

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1.

The Bitcoin VIX and its Variance Risk Premium

Forthcoming in the Journal of Alternative Investments
Number of pages: 28 Posted: 13 May 2019 Last Revised: 01 Jul 2021
Carol Alexander and Arben Imeraj
University of Sussex Business School and University of Sussex
Downloads 1,566 (20,589)
Citation 8

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Cryptocurrency, Derivatives, Futures, Implied Volatility, Options, Realised Volatility, Fear Gauge, VXBT

2.

Crypto Quanto and Inverse Options

Forthcoming in Mathematical Finance
Number of pages: 37 Posted: 28 Jul 2021 Last Revised: 13 Aug 2023
Carol Alexander, Ding Chen and Arben Imeraj
University of Sussex Business School, University of Sussex Business School and University of Sussex
Downloads 577 (82,188)
Citation 3

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Inverse option, cryptocurrency, foreign exchange, hedging, incomplete market

3.

Delta Hedging Bitcoin Options with a Smile

Forthcoming in Quantitative Finance
Number of pages: 32 Posted: 16 May 2022 Last Revised: 12 Feb 2023
Carol Alexander and Arben Imeraj
University of Sussex Business School and University of Sussex
Downloads 548 (87,868)
Citation 3

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Derivatives Hedging, Implied Volatility Curve, Perpetual Contract, Robust Finance, Dynamic Delta Hedging