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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: On the Pricing of Weather Derivatives: Ornstein-Uhlenbeck Temperature Model
Authors: 高橋, 一
戸辺, 玲子
川野輪, 英子
Issue Date: Nov-2005
Publisher: Graduate School of Economics, Hitotsubashi University
Physical Description: 21 p.
Series/Report no.: Discussion papers ; No. 2005-06
Description: 2005年11月16日
Language: jpn
Appears in Collections:Discussion papers / Graduate School of Economics, Hitotsubashi University

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