On Volatility induced Stationarity for Stochastic Differential Equations
Year of publication: |
2007-01-01
|
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Authors: | J.M. PAlbin, J.M.P ; Astrup Jensen, Bjarne ; Muszta, Anders ; Martin, Richter |
Institutions: | Copenhagen Business School |
Subject: | na |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Working Paper Series Number 2006-10 34 pages |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C73 - Stochastic and Dynamic Games |
Source: |
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