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MR2553002 (2010m:60049) 60E07 (62M10 91G70)
Kim, Young Shin; Rachev, Svetlozar T.; Chung, Dong Myung; Bianchi, Michele Leonardo The modified tempered stable distribution, GARCH models and option pricing. Probab. Math. Statist. 29 (2009), no. 1, 91–117.
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