On the \(\mathcal{L}^2\)-consistent estimators for geometric Brownian motion via stabilized explicit-implicit Milstein schemes: theoretical analysis and experimental validation (Q7306148)
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scientific article; zbMATH DE number 8232783
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| English | On the \(\mathcal{L}^2\)-consistent estimators for geometric Brownian motion via stabilized explicit-implicit Milstein schemes: theoretical analysis and experimental validation |
scientific article; zbMATH DE number 8232783 |
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On the \(\mathcal{L}^2\)-consistent estimators for geometric Brownian motion via stabilized explicit-implicit Milstein schemes: theoretical analysis and experimental validation (English)
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30 July 2026
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