{"created":"2021-03-01T07:02:38.855311+00:00","id":42721,"links":{},"metadata":{"_buckets":{"deposit":"9ada5b5d-d658-4637-a3fb-410c70805c75"},"_deposit":{"id":"42721","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42721"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042721","sets":["62:7433:7437","9:7435:7436"]},"item_8_alternative_title_1":{"attribute_name":"その他のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"On Recent Developments in Mathematical Finance"}]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2002-11","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"2002-CJ-84","bibliographic_titles":[{"bibliographic_title":"Discussion paper series. CIRJE-J"}]}]},"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":"We review some recent developments in mathematical finance and financial econometrics. In particular we discuss the asymptotic expansion approach recently proposed by Kunitomo and Takahashi (1995, 2001, 2002). Its mathematical validity is closely related to the Watanabe=Yoshida theory on Malliavin Calculus in Stochastic Analysis.","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"計測と制御, 41, 2002, p. 844-849.","subitem_description_type":"Other"},{"subitem_description":"本文フィルはリンク先を参照のこと","subitem_description_type":"Other"}]},"item_8_full_name_3":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"98258","nameIdentifierScheme":"WEKO"}],"names":[{"name":"Kunitomo, Naoto"}]},{"nameIdentifiers":[{"nameIdentifier":"98259","nameIdentifierScheme":"WEKO"}],"names":[{"name":"Takahashi, Akihiko"}]}]},"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/2002/2002cj84ab.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":"AA11451834","subitem_source_identifier_type":"NCID"}]},"item_8_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"330","subitem_subject_scheme":"NDC"}]},"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":"東京大学大学院経済学研究科"},{"subitem_text_value":"東京大学大学院数理科学研究科"}]},"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":"国友, 直人"}],"nameIdentifiers":[{"nameIdentifier":"98256","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"高橋, 明彦"}],"nameIdentifiers":[{"nameIdentifier":"98257","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"資産価格","subitem_subject_scheme":"Other"},{"subitem_subject":"連続確率過程","subitem_subject_scheme":"Other"},{"subitem_subject":"ブラック・ショールズ・モデル","subitem_subject_scheme":"Other"},{"subitem_subject":"統計的時系列解析","subitem_subject_scheme":"Other"},{"subitem_subject":"漸近展開法","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"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":"数理ファイナンスと計量ファイナンスの展開","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"数理ファイナンスと計量ファイナンスの展開"}]},"item_type_id":"8","owner":"1","path":["7436","7437"],"pubdate":{"attribute_name":"公開日","attribute_value":"2017-01-17"},"publish_date":"2017-01-17","publish_status":"0","recid":"42721","relation_version_is_last":true,"title":["数理ファイナンスと計量ファイナンスの展開"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:17:38.246338+00:00"}