@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042703,
 author = {Shiraya, Kenichiro and Takahashi, Akihiko},
 month = {Nov},
 note = {application/pdf, 本文ファイルはリンク先を参照のこと, Revised in December 2007.},
 title = {Pricing and Hedging of Long-term Futures and Forward Contracts by a Three-Factor Model},
 year = {2007}
}