Chaminda H. Baduraliya, Xuerong Mao. The Euler-Maruyama approximation for the asset price in the mean-reverting-theta stochastic volatility model. Computers & Mathematics with Applications, 64(7):2209-2223, 2012. [doi]
@article{BaduraliyaM12,
title = {The Euler-Maruyama approximation for the asset price in the mean-reverting-theta stochastic volatility model},
author = {Chaminda H. Baduraliya and Xuerong Mao},
year = {2012},
doi = {10.1016/j.camwa.2012.01.037},
url = {http://dx.doi.org/10.1016/j.camwa.2012.01.037},
researchr = {https://researchr.org/publication/BaduraliyaM12},
cites = {0},
citedby = {0},
journal = {Computers & Mathematics with Applications},
volume = {64},
number = {7},
pages = {2209-2223},
}