{"created":"2023-07-27T07:46:57.185232+00:00","id":21447,"links":{},"metadata":{"_buckets":{"deposit":"60797154-d0f6-48e6-97c8-7b241911c901"},"_deposit":{"created_by":21,"id":"21447","owners":[21],"pid":{"revision_id":0,"type":"depid","value":"21447"},"status":"published"},"_oai":{"id":"oai:doshisha.repo.nii.ac.jp:00021447","sets":["4251:6216:6217:6296:6310","8:1944:2023:2037"]},"author_link":["9540"],"item_1693811493084":{"attribute_name":"出版タイプ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_1694490770713":{"attribute_name":"権利者情報","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"DA03409702","nameIdentifierScheme":"AID"}],"rightHolderNames":[{"rightHolderLanguage":"ja","rightHolderName":"同志社大學經濟學會"},{"rightHolderLanguage":"en","rightHolderName":"The Doshisha Economic Association"}]}]},"item_1_alternative_title_2":{"attribute_name":"その他（別言語等）のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"インプライドツリーモデルについて","subitem_alternative_title_language":"ja"}]},"item_1_biblio_info_14":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2009-10-20","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"2","bibliographicPageEnd":"352","bibliographicPageStart":"327","bibliographicVolumeNumber":"61","bibliographic_titles":[{"bibliographic_title":"經濟學論叢","bibliographic_titleLang":"ja"},{"bibliographic_title":"Keizaigaku-Ronso (The Doshisha University economic review)","bibliographic_titleLang":"en"}]}]},"item_1_description_12":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"この研究ノートはインプライド・ツリー・モデルを考察し、オプション評価のために、Visual C# 2008によるその数値計算法を示すことにする。インプライド・ツリーは、通常のヨーロピアン・オプションの市場価格と整合性をもつように構築され、ボラティリティ・スマイルを反映している。それ故に、それは、ボラティリティが一定である標準的なツリー・モデルの一般化と見なすことができる。インプライド・3項ツリー・モデルでは原資産価格の増加率が一定となるが故に、その2項ツリー・バージョンよりも安定的となるという点で優れている。","subitem_description_language":"ja","subitem_description_type":"Abstract"},{"subitem_description":"This paper considers the implied tree models and presents their numerical methods for pricing options using Visual C# 2008. The implied tree is built to be consistent with the market prices of plain-vanilla European options and reflects the volatility smile. It can, therefore, be regarded as the generalization of the standard tree with constant volatility. The implied trinomial tree model is superior to the binomial version in that the former is more stable because its rate of increase of underlying asset prices is constant.","subitem_description_language":"en","subitem_description_type":"Abstract"}]},"item_1_description_13":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"研究ノート(Note)","subitem_description_language":"ja","subitem_description_type":"Other"}]},"item_1_description_25":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_1_identifier_registration":{"attribute_name":"ID登録","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.14988/pa.2017.0000012499","subitem_identifier_reg_type":"JaLC"}]},"item_1_publisher_15":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"同志社大學經濟學會","subitem_publisher_language":"ja"}]},"item_1_publisher_16":{"attribute_name":"出版者（英）","attribute_value_mlt":[{"subitem_publisher":"The Doshisha Economic Association","subitem_publisher_language":"en"}]},"item_1_relation_24":{"attribute_name":"関連サイト","attribute_value_mlt":[{"subitem_relation_name":[{"subitem_relation_name_language":"ja","subitem_relation_name_text":"掲載刊行物所蔵情報へのリンク ／ Link to Contents"}],"subitem_relation_type":"isFormatOf","subitem_relation_type_id":{"subitem_relation_type_id_text":"https://doors.doshisha.ac.jp/opac/opac_link/bibid/SB00957563/?lang=0","subitem_relation_type_select":"URI"}}]},"item_1_select_10":{"attribute_name":"所属機関識別子種別","attribute_value_mlt":[{"subitem_select_item":"kakenhi"}]},"item_1_select_11":{"attribute_name":"所属機関識別子","attribute_value_mlt":[{"subitem_select_item":"34310"}]},"item_1_source_id_17":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"03873021","subitem_source_identifier_type":"PISSN"}]},"item_1_source_id_19":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN00070477","subitem_source_identifier_type":"NCID"}]},"item_1_subject_27":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"338.01","subitem_subject_scheme":"NDC"}]},"item_1_text_8":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_language":"ja","subitem_text_value":"同志社大学経済学部教授"}]},"item_1_text_9":{"attribute_name":"著者所属（英）","attribute_value_mlt":[{"subitem_text_language":"en","subitem_text_value":"Doshisha University"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"open access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_abf2"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"久保, 徳次郎","creatorNameLang":"ja"},{"creatorName":"クボ, トクジロウ","creatorNameLang":"ja-Kana"},{"creatorName":"Kubo, Tokujiro","creatorNameLang":"en"}],"nameIdentifiers":[{},{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2011-11-08"}],"displaytype":"detail","filename":"034061020005.pdf","filesize":[{"value":"543.6 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"034061020005.pdf","url":"https://doshisha.repo.nii.ac.jp/record/21447/files/034061020005.pdf"},"version_id":"b550150d-3f19-4649-91aa-5ff354eaef92"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"オプション","subitem_subject_language":"ja","subitem_subject_scheme":"Other"},{"subitem_subject":"インプライド・ツリー","subitem_subject_language":"ja","subitem_subject_scheme":"Other"},{"subitem_subject":"ボラティリティ・スマイル","subitem_subject_language":"ja","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":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"インプライド・ツリー・モデルについて","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"インプライド・ツリー・モデルについて","subitem_title_language":"ja"},{"subitem_title":"インプライド ツリー モデル ニツイテ","subitem_title_language":"ja-Kana"},{"subitem_title":"On the implied tree model","subitem_title_language":"en"}]},"item_type_id":"1","owner":"21","path":["2037","6310"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2011-11-08"},"publish_date":"2011-11-08","publish_status":"0","recid":"21447","relation_version_is_last":true,"title":["インプライド・ツリー・モデルについて"],"weko_creator_id":"21","weko_shared_id":-1},"updated":"2023-11-10T01:06:29.209792+00:00"}