Scandinavian Working Papers in Economics

Working Papers,
Copenhagen Business School, Department of Finance

No 2006-10: On Volatility induced Stationarity for Stochastic Differential Equations

J.M.P J.M.PAlbin, Bjarne Astrup Jensen, Anders Muszta and Richter Martin
Additional contact information
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

Abstract: na

Keywords: na

JEL-codes: C10; C73

34 pages, January 1, 2007

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