{"created":"2021-03-01T06:59:37.105842+00:00","id":40050,"links":{},"metadata":{"_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_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","filename":"jms170402.PDF","filesize":[{"value":"233.1 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","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"],"pubdate":{"attribute_name":"\u516c\u958b\u65e5","attribute_value":"2012-10-22"},"publish_date":"2012-10-22","publish_status":"0","recid":"40050","relation_version_is_last":true,"title":["A Limit Theorem on Maximum Value of Hedging with a Homogeneous Filtered Value Measure"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2021-03-02T02:38:25.663324+00:00"}