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"Asymmetric COGARCH processes."

Anita Behme, Claudia Klüppelberg, Kathrin Mayr (2014)

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DOI: 10.1017/S0021900200021252

access: closed

type: Journal Article

metadata version: 2020-04-16

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Anita Behme, Claudia Klüppelberg, Kathrin Mayr:
Asymmetric COGARCH processes. J. Appl. Probab. 51(A): 161-173 (2014)

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