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q-fin.PR2026
Open Information: A Defining Perspective on Web Datasets for Carbon Pricing
Sidharth Mallik, Anastasios Megaritis, Waymond Rodgers
The impact of web datasets on market prices has suggested the development of new sources of information, such as social media and web portals, indicating the possibility of an emer…
q-fin.PR2021
Pricing cryptocurrencies : Modelling the ETHBTC spot-quotient variation as a diffusion process
Sidharth Mallik
This research proposes a model for the intraday variation between the ETHBTC spot and the quotient of ETHUSDT and BTCUSDT traded on Binance. Under conditions of no-arbitrage, perfe…