Anita Behme, Claudia Klüppelberg, Kathrin Mayr. Asymmetric COGARCH processes. J. Applied Probability, 51(A):161-173, 2014. [doi]
@article{BehmeKM14,
title = {Asymmetric COGARCH processes},
author = {Anita Behme and Claudia Klüppelberg and Kathrin Mayr},
year = {2014},
doi = {10.1017/S0021900200021252},
url = {http://dx.doi.org/10.1017/S0021900200021252},
researchr = {https://researchr.org/publication/BehmeKM14},
cites = {0},
citedby = {0},
journal = {J. Applied Probability},
volume = {51},
number = {A},
pages = {161-173},
}