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scientific article; zbMATH DE number 169644
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scientific article; zbMATH DE number 169644 |
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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0.91970843
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0.9124794
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0.9118386
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0.9048469
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