{"created":"2021-03-01T06:59:50.588900+00:00","id":40247,"links":{},"metadata":{"_buckets":{"deposit":"942aa018-b107-4809-a712-072304d16312"},"_deposit":{"id":"40247","owners":[],"pid":{"revision_id":0,"type":"depid","value":"40247"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00040247","sets":["312:6865:7027:7031","9:504:6868:7029:7032"]},"item_4_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"1999","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"3","bibliographicPageEnd":"475","bibliographicPageStart":"453","bibliographicVolumeNumber":"6","bibliographic_titles":[{"bibliographic_title":"Journal of mathematical sciences, the University of Tokyo"}]}]},"item_4_description_13":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_4_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"Cox-Ingersoll-Ross presented so-called CIR spot rate model, which is explained by their equilibrium model. We set an economy model with a slight modification of their model in terms of semimartingale and show the existence of equilibrium in our model. Furthermore, we discuss interest rate under equilibrium and show the general form of spot rate dynamics induced from our equilibrium model.","subitem_description_type":"Abstract"}]},"item_4_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"Graduate School of Mathematical Sciences, The University of Tokyo"}]},"item_4_source_id_10":{"attribute_name":"書誌レコードID","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":"日本十進分類法","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":"MR1726679"}]},"item_4_text_17":{"attribute_name":"Mathmatical Subject Classification","attribute_value_mlt":[{"subitem_text_value":"60G46(MSC1991)"},{"subitem_text_value":"60G60(MSC1991)"},{"subitem_text_value":"90A14(MSC1991)"}]},"item_4_text_33":{"attribute_name":"原稿受領日","attribute_value_mlt":[{"subitem_text_value":"1998-10-22"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Nakagawa, Hidetoshi"}],"nameIdentifiers":[{"nameIdentifier":"138844","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":"2017-06-27"}],"displaytype":"detail","filename":"jms060302.pdf","filesize":[{"value":"164.0 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"jms060302.pdf","url":"https://repository.dl.itc.u-tokyo.ac.jp/record/40247/files/jms060302.pdf"},"version_id":"292dd0c9-401b-444a-b072-05e2347bf68c"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"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":"A Remark on Spot Rate Models Induced by an Equilibrium Model","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"A Remark on Spot Rate Models Induced by an Equilibrium Model"}]},"item_type_id":"4","owner":"1","path":["7031","7032"],"pubdate":{"attribute_name":"公開日","attribute_value":"2008-03-04"},"publish_date":"2008-03-04","publish_status":"0","recid":"40247","relation_version_is_last":true,"title":["A Remark on Spot Rate Models Induced by an Equilibrium Model"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:15:24.484958+00:00"}