@article{pricingcryptocurrencyoptions,
  title = {Pricing Cryptocurrency Options},
  author = {Ai Jun Hou and Weining Wang and Cathy Y. H. Chen and Wolfgang Karl Härdle},
  year = {2020},
  eprint = {2009.11007},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2009.11007v1},
}