{"created":"2021-03-01T07:02:32.428774+00:00","id":42626,"links":{},"metadata":{"_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","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","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":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_8_description_5":{"attribute_name":"抄録","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 “Dykstra’s cyclic projections algorithm” 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":"内容記述","attribute_value_mlt":[{"subitem_description":"本文フィルはリンク先を参照のこと","subitem_description_type":"Other"}]},"item_8_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"日本経済国際共同センター"}]},"item_8_relation_25":{"attribute_name":"関係URI","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":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11450569","subitem_source_identifier_type":"NCID"}]},"item_8_text_21":{"attribute_name":"出版者別名","attribute_value_mlt":[{"subitem_text_value":"Center for International Research on the Japanese Economy"}]},"item_8_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"Graduate School of Economics, University of Tokyo"}]},"item_access_right":{"attribute_name":"アクセス権","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":"著者","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":"キーワード","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’s 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":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","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":"タイトル","attribute_value_mlt":[{"subitem_title":"A New Improvement Scheme for Approximation Methods of Probability Density Functions"}]},"item_type_id":"8","owner":"1","path":["7436","7434"],"pubdate":{"attribute_name":"公開日","attribute_value":"2014-05-01"},"publish_date":"2014-05-01","publish_status":"0","recid":"42626","relation_version_is_last":true,"title":["A New Improvement Scheme for Approximation Methods of Probability Density Functions"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:17:48.904449+00:00"}