book chapter · Lecture notes in networks and systems

Parameters Estimation for Stochastic Differential Equations Driven by Geometric Brownian Motion Model Based on Milstein Scheme and Application in Financial Market Volatility

2025Université Moulay Ismail de Meknes

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Research topics

Stochastic processes and financial applications
Financial Risk and Volatility Modeling
Insurance, Mortality, Demography, Risk Management

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DOI: 10.1007/978-3-032-01536-5_107

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