{"created":"2021-03-01T06:34:10.603457+00:00","id":16891,"links":{},"metadata":{"_buckets":{"deposit":"7f2227c5-7258-4ab2-b60f-1a2290727b62"},"_deposit":{"id":"16891","owners":[],"pid":{"revision_id":0,"type":"depid","value":"16891"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00016891","sets":["55:864:884:885","9:504:867:886:887"]},"item_4_alternative_title_1":{"attribute_name":"その他のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"How does Bailout Affect the Economic Welfare? : The Case for European Call Option"}]},"item_4_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2013-03-26","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"3","bibliographicPageEnd":"12","bibliographicPageStart":"5","bibliographicVolumeNumber":"64","bibliographic_titles":[{"bibliographic_title":"社會科學研究"}]}]},"item_4_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"ヨーロピアン・コールオプションの売り手・買い手双方の利得関数をもとに，ブラック・ショールズ公式を導出した．そしてこの利得関数に基づくアプローチを適用して，投機失敗時のベイルアウトが事前に読み込まれた場合のオプション価格を計算した．この結果，ベイルアウトがよそに組み込まれることにより投機家は，(i)より大きな利幅を求めてより危険な行動するようになること，(ii)ベイルアウトの資金が投機家以外の市民から税により徴収されるという現実を踏まえたとき，ベイルアウトの実施は確実に社会厚生を低下させること，を証明した．","subitem_description_type":"Abstract"},{"subitem_description":"This article derives the Black-Sholes formula as an equilibrium of a zero-sum game. Such approach facilitates to introduce various regulations such as bailout into the option-pricing model. We find that the bailout always worsens the social welfare because the option game with the bailout also constitutes the zero-sum game.","subitem_description_type":"Abstract"}]},"item_4_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"特集　新しい金融経済学","subitem_description_type":"Other"}]},"item_4_full_name_3":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"161091","nameIdentifierScheme":"WEKO"}],"names":[{"name":"OTAKI, Masayuki"}]}]},"item_4_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"東京大学社会科学研究所"}]},"item_4_select_14":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_select_item":"publisher"}]},"item_4_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN00108966","subitem_source_identifier_type":"NCID"}]},"item_4_source_id_8":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"2189-4256","subitem_source_identifier_type":"ISSN"}]},"item_4_text_21":{"attribute_name":"出版者別名","attribute_value_mlt":[{"subitem_text_value":"Institute of Social Science, The University of Tokyo"}]},"item_4_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"東京大学社会科学研究所"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"大瀧, 雅之"}],"nameIdentifiers":[{"nameIdentifier":"161090","nameIdentifierScheme":"WEKO"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2020-07-14"}],"displaytype":"detail","filename":"shk064003002.pdf","filesize":[{"value":"1.4 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"shk064003002.pdf","url":"https://repository.dl.itc.u-tokyo.ac.jp/record/16891/files/shk064003002.pdf"},"version_id":"24a2d7a7-4dd2-43f1-9faf-f215540efc08"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"コールオプション","subitem_subject_scheme":"Other"},{"subitem_subject":"ベイアウト","subitem_subject_scheme":"Other"},{"subitem_subject":"経済厚生","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"ベイルアウトは経済厚生にいかなる影響を及ぼすか？ : ヨーロピアン・コールオプションを例として","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"ベイルアウトは経済厚生にいかなる影響を及ぼすか？ : ヨーロピアン・コールオプションを例として"}]},"item_type_id":"4","owner":"1","path":["885","887"],"pubdate":{"attribute_name":"公開日","attribute_value":"2016-11-20"},"publish_date":"2016-11-20","publish_status":"0","recid":"16891","relation_version_is_last":true,"title":["ベイルアウトは経済厚生にいかなる影響を及ぼすか？ : ヨーロピアン・コールオプションを例として"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T03:54:56.276841+00:00"}