Implied volatility based margin calculation on cryptocurrency markets

Balázs, Králik [Králik, Balázs (Pénzügy), author] Department of Investments (CUB / IF); Nóra, Felföldi-Szűcs [Felföldi-Szűcs, Nóra Ágota (Mikrofinanszírozá...), author] Department of Corporate Finance (CUB / IF); Kata, Váradi [Váradi, Kata (Pénzügy), author] Institute of Finance (CUB)