"Exponential stochastic volatility model with Laplace returns and its variants."

S. D. Krishnarani, Fathima Jafna (2026)

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DOI: 10.1080/03610918.2024.2376873

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type: Journal Article

metadata version: 2026-01-17

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S. D. Krishnarani, Fathima Jafna:
Exponential stochastic volatility model with Laplace returns and its variants. Commun. Stat. Simul. Comput. 55(1): 23-52 (2026)

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