Brattle Experts Coauthor Article on Cryptocurrency Options Pricing in ABI Journal
Published in the ABI Journal
Principals Ioannis Gkatzimas and Dr. Nguyet Nguyen and Senior Associate Dr. Alexei Orlov recently coauthored an article for the ABI Journal on cryptocurrency options pricing.
Recent developments in the cryptocurrency and derivatives markets have led to the launch and rapid growth of crypto options and option-like contracts. In the article, the authors review existing approaches traditionally used for valuing options on financial and real assets and survey the option-pricing academic literature in the crypto space. They also summarize the key economic considerations relevant to assessing competing valuation frameworks in litigation and bankruptcy matters.
The full article, “Cryptocurrency Options Pricing: Bridging Academic Literature and Application in Legal Practice,” is available below.
