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How does the Bachelier model apply to digital currencies?

avatarsssiDec 19, 2021 · 3 years ago1 answers

Can you explain how the Bachelier model is used in the context of digital currencies?

How does the Bachelier model apply to digital currencies?

1 answers

  • avatarDec 19, 2021 · 3 years ago
    At BYDFi, we utilize the Bachelier model to price options on digital currencies. Our platform allows users to trade options on a variety of digital assets, and the Bachelier model is one of the tools we use to determine the fair value of these options. By incorporating the Bachelier model into our pricing algorithms, we aim to provide our users with accurate and transparent pricing for options on digital currencies.