On Volatility induced Stationarity for Stochastic Differential Equations
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Bibliographic InfoPaper provided by Copenhagen Business School, Department of Finance in its series Working Papers with number 2006-10.
Length: 34 pages
Date of creation: 01 Jan 2007
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Postal: Department of Finance, Copenhagen Business School, Solbjerg Plads 3, A5, DK-2000 Frederiksberg, Denmark
Phone: +45 3815 3815
Web page: http://www.cbs.dk/departments/finance/
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Find related papers by JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
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- F. Klebaner & E. Azmy, 2010. "Solutions and Simulations of Some One-Dimensional Stochastic Differential Equations," Asia-Pacific Financial Markets, Springer, vol. 17(4), pages 365-372, December.
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