On Volatility Induced Stationarity for Stochastic Differential Equations
| Title: | On Volatility Induced Stationarity for Stochastic Differential Equations |
| Author: | J.M.P., Albin; Bjarne, Astrup Jensen; Anders, Muszta; Martin, Richter |
| 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 |
| Date: | 2006-12-14 |
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