Gas Fees on the Ethereum Blockchain: From Foundations to Derivatives Valuations

By Bernhard K Meister, Henry C W Price

Published 2024-06-11

Everscope rating

1533.6

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Fractional Ornstein-Uhlenbeck Process. Problem types: Time Series Forecasting, Derivatives Pricing.

arXiv:2406.06524 · Paper rankings

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