In this video Nikolai Zaitsev of Innovaest shares his latest work on Bitcoin pricing during Bitcoin Wednesday on 6 February, 2019. His model draws from his many years experience as Head of Quantitative Trading and Risk Analytics at ABN Amro and similar roles at GMK Risk and Fortis.
You can review Nikolai’s bio and watch the interview he gave on the same topic. In the interview he says:
I applied my model, it fits well. It’s really great, and now we have made a service on the web which has published our research. We plan also to make an online pricing platform where you come to the website and you can price any option.
An overview of the entire conference is here.