Dixon,
the reset adress IS 0000.

0000: AJMP <start>


As Peter says the code has to be located in a nonvolatile memory. This can be internal or external memory, depending on the logical state of the /EA pin. Regarding the 80C31/80C51:

/EA at reset:
0: device executes from external memory 0000-0FFFF
1: device executes from internal memory unless PC > 0FFF