{"_buckets": {"deposit": "d9622ff4-e486-4e93-8ccd-f714a37b7921"}, "_deposit": {"id": "40050", "owners": [], "pid": {"revision_id": 0, "type": "depid", "value": "40050"}, "status": "published"}, "_oai": {"id": "oai:repository.dl.itc.u-tokyo.ac.jp:00040050"}, "item_4_biblio_info_7": {"attribute_name": "\u66f8\u8a8c\u60c5\u5831", "attribute_value_mlt": [{"bibliographicIssueDates": {"bibliographicIssueDate": "2011-03-29", "bibliographicIssueDateType": "Issued"}, "bibliographicIssueNumber": "4", "bibliographicPageEnd": "386", "bibliographicPageStart": "359", "bibliographicVolumeNumber": "17", "bibliographic_titles": [{"bibliographic_title": "Journal of mathematical sciences, the University of Tokyo"}]}]}, "item_4_description_5": {"attribute_name": "\u6284\u9332", "attribute_value_mlt": [{"subitem_description": "We study a hedging problem for an European contingent claim in a certain incomplete market model by using a homogeneous filtered value measure. We consider the minimal hedging risk in discrete time model and its continuous limit. As a result, we show that this limit is described by the unique viscosity solution of a kind of Hamilton-Jacobi-Bellman equation.", "subitem_description_type": "Abstract"}]}, "item_4_publisher_20": {"attribute_name": "\u51fa\u7248\u8005", "attribute_value_mlt": [{"subitem_publisher": "Graduate School of Mathematical Sciences, The University of Tokyo"}]}, "item_4_source_id_10": {"attribute_name": "\u66f8\u8a8c\u30ec\u30b3\u30fc\u30c9ID", "attribute_value_mlt": [{"subitem_source_identifier": "AA11021653", "subitem_source_identifier_type": "NCID"}]}, "item_4_source_id_8": {"attribute_name": "ISSN", "attribute_value_mlt": [{"subitem_source_identifier": "13405705", "subitem_source_identifier_type": "ISSN"}]}, "item_4_subject_15": {"attribute_name": "\u65e5\u672c\u5341\u9032\u5206\u985e\u6cd5", "attribute_value_mlt": [{"subitem_subject": "415", "subitem_subject_scheme": "NDC"}]}, "item_4_text_16": {"attribute_name": "Mathematical Reviews Number", "attribute_value_mlt": [{"subitem_text_value": "MR"}]}, "item_4_text_17": {"attribute_name": "Mathmatical Subject Classification", "attribute_value_mlt": [{"subitem_text_value": "91B30(MSC2010)"}, {"subitem_text_value": "60F99(MSC2010)"}, {"subitem_text_value": "91B24(MSC2010)"}]}, "item_4_text_33": {"attribute_name": "\u539f\u7a3f\u53d7\u9818\u65e5", "attribute_value_mlt": [{"subitem_text_value": "2010-03-02"}]}, "item_4_text_34": {"attribute_name": "\u8cc7\u6e90\u30bf\u30a4\u30d7", "attribute_value_mlt": [{"subitem_text_value": "Departmental Bulletin Paper"}]}, "item_4_text_4": {"attribute_name": "\u8457\u8005\u6240\u5c5e", "attribute_value_mlt": [{"subitem_text_value": "Mizuho-DL Financial Technology Co. Ltd."}]}, "item_creator": {"attribute_name": "\u8457\u8005", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "Umezawa, Yuji"}], "nameIdentifiers": [{"nameIdentifier": "92501", "nameIdentifierScheme": "WEKO"}]}]}, "item_files": {"attribute_name": "\u30d5\u30a1\u30a4\u30eb\u60c5\u5831", "attribute_type": "file", "attribute_value_mlt": [{"accessrole": "open_date", "date": [{"dateType": "Available", "dateValue": "2017-06-14"}], "displaytype": "detail", "download_preview_message": "", "file_order": 0, "filename": "jms170402.PDF", "filesize": [{"value": "233.1 kB"}], "format": "application/pdf", "future_date_message": "", "is_thumbnail": false, "licensetype": "license_free", "mimetype": "application/pdf", "size": 233100.0, "url": {"label": "jms170402.PDF", "url": "https://repository.dl.itc.u-tokyo.ac.jp/record/40050/files/jms170402.PDF"}, "version_id": "f40f1105-7abd-4340-984e-19f3ca4df69a"}]}, "item_language": {"attribute_name": "\u8a00\u8a9e", "attribute_value_mlt": [{"subitem_language": "eng"}]}, "item_resource_type": {"attribute_name": "\u8cc7\u6e90\u30bf\u30a4\u30d7", "attribute_value_mlt": [{"resourcetype": "departmental bulletin paper", "resourceuri": "http://purl.org/coar/resource_type/c_6501"}]}, "item_title": "A Limit Theorem on Maximum Value of Hedging with a Homogeneous Filtered Value Measure", "item_titles": {"attribute_name": "\u30bf\u30a4\u30c8\u30eb", "attribute_value_mlt": [{"subitem_title": "A Limit Theorem on Maximum Value of Hedging with a Homogeneous Filtered Value Measure"}]}, "item_type_id": "4", "owner": "1", "path": ["312/6865/6919/6920", "9/504/6868/6921/6922"], "permalink_uri": "http://hdl.handle.net/2261/52407", "pubdate": {"attribute_name": "\u516c\u958b\u65e5", "attribute_value": "2012-10-22"}, "publish_date": "2012-10-22", "publish_status": "0", "recid": "40050", "relation": {}, "relation_version_is_last": true, "title": ["A Limit Theorem on Maximum Value of Hedging with a Homogeneous Filtered Value Measure"], "weko_shared_id": null}