scientific article

zbMath0778.62018MaRDI QIDQ4038332

Publication date: 16 May 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

likelihood ratio statistics diffusion processes functionals bounded derivatives standard Wiener process small diffusions asymptotic expansions of mean values Mallivavin calculus pricing path dependent options

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05) Microeconomic theory (price theory and economic markets) (91B24) Inference from stochastic processes (62M99) Stochastic calculus of variations and the Malliavin calculus (60H07)

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