Modeling the price of Bitcoin with geometric fractional Brownian motion: a Monte Carlo approach
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-07-16 (All new papers)
- NEP-CMP-2017-07-16 (Computational Economics)
- NEP-PAY-2017-07-16 (Payment Systems & Financial Technology)
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