@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042841, author = {Shiraya, Kenichiro and Takahashi, Akihiko}, month = {Apr}, note = {application/pdf, 本文フィルはリンク先を参照のこと}, title = {Pricing and Hedging of Long-term Futures and Forward Contracts by a Three-Factor Model}, year = {2009} }