On Volatility induced Stationarity for Stochastic Differential Equations

J.M.p J.M.PAlbin, Bjarne Astrup Jensen, Anders Muszta and Richter Martin
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J.M.p J.M.PAlbin: Department of Finance, Copenhagen Business School, Postal: Department of Finance, Copenhagen Business School, Solbjerg Plads 3, A5, DK-2000 Frederiksberg, Denmark
Bjarne Astrup Jensen: Department of Finance, Copenhagen Business School, Postal: Department of Finance, Copenhagen Business School, Solbjerg Plads 3, A5, DK-2000 Frederiksberg, Denmark
Anders Muszta: Department of Finance, Copenhagen Business School, Postal: Department of Finance, Copenhagen Business School, Solbjerg Plads 3, A5, DK-2000 Frederiksberg, Denmark
Richter Martin: Department of Finance, Copenhagen Business School, Postal: Department of Finance, Copenhagen Business School, Solbjerg Plads 3, A5, DK-2000 Frederiksberg, Denmark

No 2006-10, Working Papers from Copenhagen Business School, Department of Finance

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Keywords: na (search for similar items in EconPapers)
JEL-codes: C10 C73 (search for similar items in EconPapers)
Pages: 34 pages
Date: 2007-01-01
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Citations: View citations in EconPapers (1)

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