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Revision as of 04:10, 6 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
16 May 1993
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small diffusions
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bounded derivatives
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standard Wiener process
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functionals
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Mallivavin calculus
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asymptotic expansions of mean values
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diffusion processes
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pricing path dependent options
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likelihood ratio statistics
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