2021-04-122013-01-011687952X16879538SCOPUS;2-s2.0-84962033799http://hdl.handle.net/10784/28031We propose a new alternative method to estimate the parameters in one-factor mean reversion processes based on the maximum likelihood technique. This approach makes use of Euler-Maruyama scheme to approximate the continuous-time model and build a new process discretized. The closed formulas for the estimators are obtained. Using simulated data series, we compare the results obtained with the results published by other authors. © 2013 Freddy H. Marín Sánchez and J. Sebastian Palacio.enghttps://v2.sherpa.ac.uk/id/publication/issn/1687-952Xarticle2021-04-12Marín Sánchez, F.H.Palacio, J.S.10.15446/cuad.econ.v35n68.52732