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Probability and Risk ModelsFinancial Risk and Volatility ModelingStochastic processes and financial applications

Analyzing cryptocurrency risk with a stochastic volatility normal tempered stable process via hybrid optimization

Moshtagh Darvishi, N. Modaressi

2026.1.1Journal of Risk

DOI: 10.21314/jor.2025.017

Abstract

Abstract is not available.

Citation format

DARVISHI, Moshtagh; MODARESSI, N. Analyzing cryptocurrency risk with a stochastic volatility normal tempered stable process via hybrid optimization. Journal of Risk, 2026.