{"created":"2023-07-27T07:51:59.879785+00:00","id":27433,"links":{},"metadata":{"_buckets":{"deposit":"b6b12a15-0899-4300-906e-bb88b58db108"},"_deposit":{"created_by":21,"id":"27433","owners":[21],"pid":{"revision_id":0,"type":"depid","value":"27433"},"status":"published"},"_oai":{"id":"oai:doshisha.repo.nii.ac.jp:00027433","sets":["4251:6216:6217:6296:8552","8:1944:2023:8545"]},"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","nameIdentifierURI":"https://ci.nii.ac.jp/author/DA03409702"}],"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":"マルチ資産オプションの数値計算法 : 多次元２項ツリーモデル","subitem_alternative_title_language":"ja"}]},"item_1_biblio_info_14":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2014-03-20","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"4","bibliographicPageEnd":"716","bibliographicPageStart":"685","bibliographicVolumeNumber":"65","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":"本稿はマルチ資産オプションの数値計算法を考察し，3次元以上の2項ラティスのためのアルゴリズムを提示する．特に，Boyle, Evnine and Gibbs (BEG) (1989)のアプローチを4次元以上のケースに拡張し，「複数資産のうち極値の価格（最大価格または最小価格）を付けた資産を権利行使の対象とするオプション」の価格評価を行う．また，3次元ラティスと同様，4次元以上のケースにおいても，BEG法が，Kamrad-Ritchken (1991)法の特殊ケースとなることを示す．しかしながら，BEG法は，プログラミング上，Kamrad-Ritchken法より単純で，取り扱いが容易である．","subitem_description_language":"ja","subitem_description_type":"Abstract"},{"subitem_description":"In this paper, we consider the numerical methods for multi-asset options and present an algorithm for a more than three-dimensional binomial lattice. Especially, we extend the approach of Boyle, Evnine, and Gibbs (BEG; 1989) to the more than four-dimensional case and value the options on the extremum of several assets. In addition, we show that the BEG method is a special case of the method of Kamrad and Ritchken (1991) in a more than four-dimensional lattice, as with the three-dimensional one. However, the BEG method is simpler and more tractable in computer programming than the Kamrad–Ritchken method.","subitem_description_language":"en","subitem_description_type":"Abstract"}]},"item_1_description_13":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"中尾武雄教授古稀記念論文集","subitem_description_language":"ja","subitem_description_type":"Other"},{"subitem_description":"Dedicated to Professor Takeo Nakao on his 70th birthday","subitem_description_language":"en","subitem_description_type":"Other"},{"subitem_description":"Article","subitem_description_language":"en","subitem_description_type":"Other"}]},"item_1_identifier_registration":{"attribute_name":"ID登録","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.14988/00027425","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 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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":[{"nameIdentifier":"9540","nameIdentifierScheme":"WEKO"},{"nameIdentifier":"9000002516352","nameIdentifierScheme":"CiNii ID","nameIdentifierURI":"http://ci.nii.ac.jp/nrid/9000002516352"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2020-08-26"}],"displaytype":"detail","fileDate":[{"fileDateType":"Issued","fileDateValue":"2014-03-20"}],"filename":"034065040005.pdf","filesize":[{"value":"1.0 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