Data for: Empirical forward price distribution from Bitcoin option prices

Published: 12 January 2019| Version 2 | DOI: 10.17632/hfd4b8zfw6.2
Contributor:
Nikolai Zaitsev

Description

Data from Deribit exchange snapped at 5-minutes intervals from 9 to 18 dec 2018. Format is json. Contains option and futures data. USD Libor data is included but not used in the report.

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