Barndorff-Nielsen, Ole Eiler; Stelzer, Robert The multivariate supOU stochastic volatility model. (English) Zbl 1262.91139 Math. Finance 23, No. 2, 275-296 (2013). MSC: 91G30 91G70 PDFBibTeX XMLCite \textit{O. E. Barndorff-Nielsen} and \textit{R. Stelzer}, Math. Finance 23, No. 2, 275--296 (2013; Zbl 1262.91139) Full Text: DOI Link
Barndorff-Nielsen, Ole Eiler; Stelzer, Robert Multivariate supOU processes. (English) Zbl 1235.60032 Ann. Appl. Probab. 21, No. 1, 140-182 (2011). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G10 60H10 60E07 60G51 60G57 PDFBibTeX XMLCite \textit{O. E. Barndorff-Nielsen} and \textit{R. Stelzer}, Ann. Appl. Probab. 21, No. 1, 140--182 (2011; Zbl 1235.60032) Full Text: DOI arXiv