Pricing Bitcoin under Double Exponential Jump-Diffusion Model with Asymmetric Jumps Stochastic Volatility

Abstract

… it as a risky investment instead of a stable store of value because it is volatile … returns and volatility processes and finally, we graph and analyze the Implied Volatility surface in Section 5 … model is its ability to capture stylized facts as skew, leptokurtosis, volatility smile/skew etc as …