Solutions and Simulations of Some One-Dimensional Stochastic Differential Equations
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Volume (Year): 17 (2010)
Issue (Month): 4 (December)
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- Chan, K C, et al, 1992.
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- J.M.PAlbin, J.M.P & Astrup Jensen, Bjarne & Muszta, Anders & Martin, Richter, 2007. "On Volatility induced Stationarity for Stochastic Differential Equations," Working Papers 2006-10, Copenhagen Business School, Department of Finance. Full references (including those not matched with items on IDEAS)
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