{"created":"2021-03-01T07:02:43.485380+00:00","id":42789,"links":{},"metadata":{"_buckets":{"deposit":"aaab044a-a7a1-4d8c-ae4e-c0dfd6fb90df"},"_deposit":{"id":"42789","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42789"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042789","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2003-11","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"2003-CF-245","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 reviews the asymptotic expansion approach based on Malliavin-Watanabe Calculus in Mathematical Finance. We give the basic formulation of the asymptotic expansion approach and discuss its power and usefulness to solve important problems arised in nance. As illustrations we use three major problems in nance and give some useful formulae and new results including numerical analyses.","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"S. Watanabe eds.. Stochastic Processes and Applications to Mathematical Finance. World Scientific, 2004, p. 195-232. 所収予定.","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_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/2003/2003cf245ab.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_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":"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":"Kunitomo, Naoto"}],"nameIdentifiers":[{"nameIdentifier":"98389","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Takahashi, Akihiko"}],"nameIdentifiers":[{"nameIdentifier":"98390","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Mathematical Finance","subitem_subject_scheme":"Other"},{"subitem_subject":"Asymptotic Expansion","subitem_subject_scheme":"Other"},{"subitem_subject":"Malliavin-Watanabe Calculus","subitem_subject_scheme":"Other"},{"subitem_subject":"Optimal Portfolio Insurance","subitem_subject_scheme":"Other"},{"subitem_subject":"Term Structure of Interest Rates","subitem_subject_scheme":"Other"},{"subitem_subject":"Monte Carlo Method","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":"Applications of the Asymptotic Expansion Approach based on Malliavin-Watanabe Calculus in Financial Problems","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Applications of the Asymptotic Expansion Approach based on Malliavin-Watanabe Calculus in Financial Problems"}]},"item_type_id":"8","owner":"1","path":["7436","7434"],"pubdate":{"attribute_name":"公開日","attribute_value":"2017-01-17"},"publish_date":"2017-01-17","publish_status":"0","recid":"42789","relation_version_is_last":true,"title":["Applications of the Asymptotic Expansion Approach based on Malliavin-Watanabe Calculus in Financial Problems"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:17:43.355756+00:00"}