The Limits of Lognormal: Assessing Cryptocurrency Volatility and VaR using Geometric Brownian Motion

Fuente: arXiv

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Bibliographic Details
Main Author:	Kaur, Ekleen
Format:	Preprint
Published:	2026
Subjects:	Risk Management Computational Engineering, Finance, and Science Cryptography and Security
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2601.14272