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On Volatility induced Stationarity for Stochastic Differential Equations

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Author Info
J.M.PAlbin, J.M.P (Department of Finance, Copenhagen Business School)
Astrup Jensen, Bjarne (Department of Finance, Copenhagen Business School)
Muszta, Anders (Department of Finance, Copenhagen Business School)
Martin, Richter (Department of Finance, Copenhagen Business School)
Abstract

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File URL: http://openarchive.cbs.dk/cbsweb/handle/10398/7167
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Publisher Info
Paper provided by Copenhagen Business School, Department of Finance in its series Working Papers with number 2006-10.

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Length: 34 pages
Date of creation: 01 Jan 2007
Date of revision:
Handle: RePEc:hhs:cbsfin:2006_010

Contact details of provider:
Postal: Department of Finance, Copenhagen Business School, Solbjerg Plads 3, A5, DK-2000 Frederiksberg, Denmark
Phone: +45 3815 3815
Email:
Web page: http://www.cbs.dk/departments/finance/
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Related research
Keywords: na;

Find related papers by JEL classification:
C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - General
C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games

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This page was last updated on 2009-10-18.

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