一般化Ho-Leeモデルに基づくゲーム・フォワード・スワップションの価格評価(確率的環境下における数理モデルの理論と応用)

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Material Type: 記事
Title: 一般化Ho-Leeモデルに基づくゲーム・フォワード・スワップションの価格評価
Author/Editor: 蛯名安希
落合夏海
大西匡光
Series Title: 確率的環境下における数理モデルの理論と応用
Author Heading: 蛯名安希
落合夏海
大西匡光
Periodical title: 数理解析研究所講究録
No. or year of volume/issue: (2044):2017.9
Issue: 2044
Pages: 90-100
Publication date of volume/issue (W3CDTF): 2017-09
ISSN (Periodical Title): 1880-2818
ISSN-L (Periodical Title): 1880-2818
Publication (Periodical Title): [京都] : 京都大学数理解析研究所
Place of Publication (Country Code): JP
Text Language Code: jpn
NDLC: ZM31
Target Audience: 一般
Holding library: 国立国会図書館
Call No.: Z43-1336
Data Provider (Database): 国立国会図書館 : 国立国会図書館雑誌記事索引
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 028795845
http://id.ndl.go.jp/bib/028795845
Bibliographic Record Category (NDL): 632