@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042575, author = {Takahashi, Akihiko and Takehara, Kota and Yamazaki, Akira}, month = {Dec}, note = {application/pdf, 本文フィルはリンク先を参照のこと}, title = {Pricing Currency Options with a Market Model of Interest Rates under Jump-Diffusion Stochastic Volatility Processes of Spot Exchange Rates}, year = {2006} }