B. Hofmann, R. Krämer, M. Richter. Some aspects of parameter identification in a mean reverting financial asset model with time-dependent volatility. Int. J. Comput. Math., 86(6):992-1008, 2009. [doi]
@article{HofmannKR09,
title = {Some aspects of parameter identification in a mean reverting financial asset model with time-dependent volatility},
author = {B. Hofmann and R. Krämer and M. Richter},
year = {2009},
doi = {10.1080/00207160802676638},
url = {http://dx.doi.org/10.1080/00207160802676638},
researchr = {https://researchr.org/publication/HofmannKR09},
cites = {0},
citedby = {0},
journal = {Int. J. Comput. Math.},
volume = {86},
number = {6},
pages = {992-1008},
}