Hongtao Yang. Calibration of the Extended CIR Model. SIAM Journal of Applied Mathematics, 66(2):721-735, 2005. [doi]
@article{Yang05-0,
title = {Calibration of the Extended CIR Model},
author = {Hongtao Yang},
year = {2005},
doi = {10.1137/S0036139903437357},
url = {http://dx.doi.org/10.1137/S0036139903437357},
tags = {meta-model, Meta-Environment},
researchr = {https://researchr.org/publication/Yang05-0},
cites = {0},
citedby = {0},
journal = {SIAM Journal of Applied Mathematics},
volume = {66},
number = {2},
pages = {721-735},
}