Optimal Strike Distance for Daily Crypto Stragles: Theory and Empirical Analysis

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Authors: Hongzhe Wen, Xitian Yu
Cited by: 0
References: 13

Fields of Study & Subjects

Stochastic processes and financial applications Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint