On the L2-consistent estimators for geometric brownian motion via stabilized explicit-implicit Milstein schemes: Theoretical analysis and experimental validation

Communications in Nonlinear Science and Numerical Simulation 2026

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Authors: Majda El Allali, Toufik Chaayra, Mohammed Khellouf, Zakaria EL Allali
DOI: 10.1016/j.cnsns.2026.110447
Cited by: 1
References: 24

Fields of Study & Subjects

Financial Risk and Volatility Modeling Stochastic processes and financial applications Monetary Policy and Economic Impact

Publication details

Journal / source
Communications in Nonlinear Science and Numerical Simulation
Publisher
Elsevier BV
Volume
162
Pages
110447–110447
Publication date
23 June 2026
Language
EN