{"_buckets": {"deposit": "58ee45bd-13ce-4d04-b4e1-54a245b431a6"}, "_deposit": {"id": "42626", "owners": [], "pid": {"revision_id": 0, "type": "depid", "value": "42626"}, "status": "published"}, "_oai": {"id": "oai:repository.dl.itc.u-tokyo.ac.jp:00042626"}, "item_8_biblio_info_7": {"attribute_name": "\u66f8\u8a8c\u60c5\u5831", "attribute_value_mlt": [{"bibliographicIssueDates": {"bibliographicIssueDate": "2014-02", "bibliographicIssueDateType": "Issued"}, "bibliographicVolumeNumber": "CIRJE-F-917", "bibliographic_titles": [{"bibliographic_title": "Discussion paper series. CIRJE-F"}]}]}, "item_8_description_13": {"attribute_name": "\u30d5\u30a9\u30fc\u30de\u30c3\u30c8", "attribute_value_mlt": [{"subitem_description": "application/pdf", "subitem_description_type": "Other"}]}, "item_8_description_5": {"attribute_name": "\u6284\u9332", "attribute_value_mlt": [{"subitem_description": "This paper develops a new scheme for improving an approximation method of a probability density function, which is inspired by the idea in best approximation in an inner product space. Moreover, we apply \u201cDykstra\u2019s cyclic projections algorithm\u201d for its implementation. Numerical examples for application to an asymptotic expansion method in option pricing demonstrate the effectiveness of our scheme under SABR model.", "subitem_description_type": "Abstract"}]}, "item_8_description_6": {"attribute_name": "\u5185\u5bb9\u8a18\u8ff0", "attribute_value_mlt": [{"subitem_description": "\u672c\u6587\u30d5\u30a3\u30eb\u306f\u30ea\u30f3\u30af\u5148\u3092\u53c2\u7167\u306e\u3053\u3068", "subitem_description_type": "Other"}]}, "item_8_publisher_20": {"attribute_name": "\u51fa\u7248\u8005", "attribute_value_mlt": [{"subitem_publisher": "\u65e5\u672c\u7d4c\u6e08\u56fd\u969b\u5171\u540c\u30bb\u30f3\u30bf\u30fc"}]}, "item_8_relation_25": {"attribute_name": "\u95a2\u4fc2URI", "attribute_value_mlt": [{"subitem_relation_type_id": {"subitem_relation_type_id_text": "http://www.cirje.e.u-tokyo.ac.jp/research/dp/2014/2014cf917ab.html", "subitem_relation_type_select": "URI"}}]}, "item_8_source_id_10": {"attribute_name": "\u66f8\u8a8c\u30ec\u30b3\u30fc\u30c9ID", "attribute_value_mlt": [{"subitem_source_identifier": "AA11450569", "subitem_source_identifier_type": "NCID"}]}, "item_8_text_21": {"attribute_name": "\u51fa\u7248\u8005\u5225\u540d", "attribute_value_mlt": [{"subitem_text_value": "Center for International Research on the Japanese Economy"}]}, "item_8_text_34": {"attribute_name": "\u8cc7\u6e90\u30bf\u30a4\u30d7", "attribute_value_mlt": [{"subitem_text_value": "Discussion Paper"}]}, "item_8_text_4": {"attribute_name": "\u8457\u8005\u6240\u5c5e", "attribute_value_mlt": [{"subitem_text_value": "Graduate School of Economics, University of Tokyo"}]}, "item_access_right": {"attribute_name": "\u30a2\u30af\u30bb\u30b9\u6a29", "attribute_value_mlt": [{"subitem_access_right": "metadata only access", "subitem_access_right_uri": "http://purl.org/coar/access_right/c_14cb"}]}, "item_creator": {"attribute_name": "\u8457\u8005", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "Takahashi, Akihiko"}], "nameIdentifiers": [{"nameIdentifier": "98027", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "Tsuzuki, Yukihiro"}], "nameIdentifiers": [{"nameIdentifier": "98028", "nameIdentifierScheme": "WEKO"}]}]}, "item_keyword": {"attribute_name": "\u30ad\u30fc\u30ef\u30fc\u30c9", "attribute_value_mlt": [{"subitem_subject": "Density approximation", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Probability density function", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Asymptotic expansion", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Best approximation in inner product spaces", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Dykstra\u2019s algorithm", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Option pricing", "subitem_subject_scheme": "Other"}, {"subitem_subject": "SABR model", "subitem_subject_scheme": "Other"}]}, "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": "technical report", "resourceuri": "http://purl.org/coar/resource_type/c_18gh"}]}, "item_title": "A New Improvement Scheme for Approximation Methods of Probability Density Functions", "item_titles": {"attribute_name": "\u30bf\u30a4\u30c8\u30eb", "attribute_value_mlt": [{"subitem_title": "A New Improvement Scheme for Approximation Methods of Probability Density Functions"}]}, "item_type_id": "8", "owner": "1", "path": ["9/7435/7436", "62/7433/7434"], "permalink_uri": "http://hdl.handle.net/2261/55830", "pubdate": {"attribute_name": "\u516c\u958b\u65e5", "attribute_value": "2014-05-01"}, "publish_date": "2014-05-01", "publish_status": "0", "recid": "42626", "relation": {}, "relation_version_is_last": true, "title": ["A New Improvement Scheme for Approximation Methods of Probability Density Functions"], "weko_shared_id": null}