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MR2234284 60H30 (60G15 60H10 62M10 91B84)
Klüppelberg, Claudia; Lindner, Alexander; Maller, Ross Continuous time volatility modelling: COGARCH versus Ornstein-Uhlenbeck models. From stochastic calculus to mathematical finance, 393–419, Springer, Berlin, 2006.
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