Browsing Research documents by Author "J.M.P., Albin"
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J.M.P., Albin; Bjarne, Astrup Jensen; Anders, Muszta; Martin, Richter (København, 2006)[More information][Less information]
Abstract: This article deals with stochastic differential equations with volatility induced stationarity. We study of theoretical properties of such equations, as well as numerical aspects, together with a detailed study of three examples. URI: http://hdl.handle.net/10398/7167 Files in this item: 1
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