Work

Itô's formula for multidimensional convex functions

Year: 1995

Type: article

Source: Stochastics and stochastics reports

DOI: 10.1080/17442509508833969

Author: Yang Qingji

Institution: University of Rochester

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1978853597

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Cites: 15

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Related to: 10