@inProceedings{Hurn2016,
author = "A. S. Hurn
 and K. A. Lindsay
 and D. J. Warne",
title = "A heterogeneous computing approach to maximum likelihood parameter estimation for the Heston model of stochastic volatility",
series = "ANZIAM J.",
volume = "57",
pages = "C364--C381",
year = 2016,
booktitle = "Proceedings of the 12th Biennial Engineering Mathematics and Applications Conference, EMAC-2015",
editor = "Mark Nelson  and Dann Mallet  and Brandon Pincombe  and Judith Bunder",
month = nov,
doi = "10.21914/anziamj.v57i0.10425",
note = "\url {http://journal.austms.org.au/ojs/index.php/ANZIAMJ/article/view/10425} [November 28, 2016]",
keywords = "",
subjclass = "",
}