scientific article; zbMATH DE number 169644
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asymptotic expansions of mean valuesbounded derivativesdiffusion processesfunctionalslikelihood ratio statisticsMallivavin calculuspricing path dependent optionssmall diffusionsstandard Wiener process
Stochastic calculus of variations and the Malliavin calculus (60H07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes (62M99) Applications of statistics to economics (62P20) Microeconomic theory (price theory and economic markets) (91B24)
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