On Volatility Induced Stationarity for Stochastic Differential Equations

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On Volatility Induced Stationarity for Stochastic Differential Equations

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Titel: On Volatility Induced Stationarity for Stochastic Differential Equations
Forfatter: J.M.P., Albin; Bjarne, Astrup Jensen; Anders, Muszta; Martin, Richter
Resume: 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
Dato: 2006-12-14

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