Shifei Zhou, Hao Wang, Jerome Yen, Kin Keung Lai. Bi-cubic B-spline fitting-based local volatility model with mean reversion process. J. Systems Science & Complexity, 29(1):119-132, 2016. [doi]
@article{ZhouWYL16,
title = {Bi-cubic B-spline fitting-based local volatility model with mean reversion process},
author = {Shifei Zhou and Hao Wang and Jerome Yen and Kin Keung Lai},
year = {2016},
doi = {10.1007/s11424-015-3066-8},
url = {http://dx.doi.org/10.1007/s11424-015-3066-8},
researchr = {https://researchr.org/publication/ZhouWYL16},
cites = {0},
citedby = {0},
journal = {J. Systems Science & Complexity},
volume = {29},
number = {1},
pages = {119-132},
}