We design a novel calibration procedure that is designed to handle the specific characteristics of options on cryptocurrency markets, namely large bid-ask spreads and the possibility of missing or incoherent prices in the considered data sets. We show that this calibration procedure is significantly more robust and accurate than the standard one based on trade and mid-prices.

翻译：我们设计了一个新的校准程序,旨在处理加密货币市场选项的具体特点,即大宗出价差价和考虑的数据集中可能缺失或不一致的价格。 我们表明,这一校准程序比基于贸易和中价的标准程序更加有力和准确。