Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:appliesTo |
gptkb:Itô_process
|
| gptkbp:countryOfPublication |
Japanese
|
| gptkbp:describes |
differential of a function of a stochastic process
|
| gptkbp:field |
gptkb:stochastic_process
|
| gptkbp:generalizes |
chain rule for stochastic processes
|
| gptkbp:hasApplication |
Brownian motion
option pricing risk management financial derivatives diffusion processes stochastic integration martingales |
| https://www.w3.org/2000/01/rdf-schema#label |
Ito's lemma
|
| gptkbp:namedAfter |
gptkb:Kiyoshi_Itô
|
| gptkbp:publishedIn |
1944
|
| gptkbp:relatedTo |
gptkb:stochastic_process
chain rule |
| gptkbp:usedIn |
gptkb:Black-Scholes_model
mathematical finance quantitative finance |
| gptkbp:bfsParent |
gptkb:Black-Scholes-Merton_model
|
| gptkbp:bfsLayer |
7
|