Publication:4038332
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zbMath0778.62018MaRDI QIDQ4038332
Publication date: 16 May 1993
likelihood ratio statistics; diffusion processes; functionals; bounded derivatives; standard Wiener process; small diffusions; asymptotic expansions of mean values; Mallivavin calculus; pricing path dependent options
62F12: Asymptotic properties of parametric estimators
62P20: Applications of statistics to economics
62E20: Asymptotic distribution theory in statistics
62M05: Markov processes: estimation; hidden Markov models
91B24: Microeconomic theory (price theory and economic markets)
62M99: Inference from stochastic processes
60H07: Stochastic calculus of variations and the Malliavin calculus
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