@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042865, author = {Shiraya, Kenichiro and Takahashi, Akihiko and Yamazaki, Akira}, month = {Apr}, note = {application/pdf, Revised in October 2011 and February 2012; forthcoming in Wilmott Journal., 本文フィルはリンク先を参照のこと}, title = {Pricing Swaptions under the Libor Market Model of Interest Rates with Local-Stochastic Volatility Models}, year = {2010} }