behme.chong.ea:15:superposition¶
BibTeX Entry:
@article{behme.chong.ea:15:superposition,
author = {Behme, Anita and Chong, Carsten and Kl\"{u}ppelberg, Claudia},
doi = {10.1016/j.spa.2014.11.004},
fjournal = {Stochastic Processes and their Applications},
issn = {0304-4149,1879-209X},
journal = {Stochastic Process. Appl.},
mrclass = {60G10 (60G51 60G57 60H05 62P05)},
mrnumber = {3310353},
number = {4},
pages = {1426--1469},
title = {Superposition of {COGARCH} processes},
url = {https://doi.org/10.1016/j.spa.2014.11.004},
volume = {125},
year = {2015}
}