Browsing Research documents by Subject "cir model, ckls model, heavy-tailed sde, hyperbolic sde, local martingale, mean reversion, numerical methods, stochastic differential equation, time changed sde, volatility induced stationarity"

OPEN ARCHIVE

Now showing items 1-1 of 1

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