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02巻2号 (2008.1) >

Please use this identifier to cite or link to this item: http://doi.org/10.15057/15868

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Title: Ornstein-Uhlenbeck過程モデルによる気温デリバティブのプライシング
Other Titles: Pricing Weather Derivatives Using Ornstein-Uhlenbeck Process Model
Authors: 戸辺, 玲子
高橋, 一
川野, 輪英子
Issue Date: 20-Jan-2008
Publisher: 一橋大学大学院経済学研究科
Citation: 一橋経済学
Volume: 2
Issue: 2
Start Page: 129
End Page: 155
Language: jpn
DOI: 10.15057/15868
Text Version: publisher
Appears in Collections:02巻2号 (2008.1)

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