{"_buckets": {"deposit": "0a499042-fecd-4cae-af5d-684f8558a6e0"}, "_deposit": {"id": "2005053", "owners": [1], "pid": {"revision_id": 0, "type": "depid", "value": "2005053"}, "status": "published"}, "_oai": {"id": "oai:u-ryukyu.repo.nii.ac.jp:02005053", "sets": ["1642838403123", "1642838406414"]}, "author_link": [], "item_1617186331708": {"attribute_name": "Title", "attribute_value_mlt": [{"subitem_1551255647225": "セミマルチンゲールにより生成されるフィルターの拡大と数理ファイナン スへの応用", "subitem_1551255648112": "ja"}, {"subitem_1551255647225": "Enlargement of filtration generated by semimartingales and its applications to mathematical finance", "subitem_1551255648112": "en"}]}, "item_1617186419668": {"attribute_name": "Creator", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "山里, 眞", "creatorNameLang": "ja"}]}, {"creatorNames": [{"creatorName": "アルトゥロ, コハツーヒガ", "creatorNameLang": "ja"}]}, {"creatorNames": [{"creatorName": "Yamazato, Makoto", "creatorNameLang": "en"}]}]}, "item_1617186476635": {"attribute_name": "Access Rights", "attribute_value_mlt": [{"subitem_1522299639480": "open access", "subitem_1600958577026": "http://purl.org/coar/access_right/c_abf2"}]}, "item_1617186609386": {"attribute_name": "Subject", "attribute_value_mlt": [{"subitem_1522299896455": "ja", "subitem_1522300014469": "Other", "subitem_1523261968819": "セミマルチンゲール"}, {"subitem_1522299896455": "ja", "subitem_1522300014469": "Other", "subitem_1523261968819": "フィルターの拡大"}, {"subitem_1522299896455": "ja", "subitem_1522300014469": "Other", "subitem_1523261968819": "コンペンセーター"}, {"subitem_1522299896455": "ja", "subitem_1522300014469": "Other", "subitem_1523261968819": "インサイダー"}, {"subitem_1522299896455": "ja", "subitem_1522300014469": "Other", "subitem_1523261968819": "対数効用"}]}, "item_1617186626617": {"attribute_name": "Description", "attribute_value_mlt": [{"subitem_description": "科研費番号: 18540133", "subitem_description_type": "Other"}, {"subitem_description": "2006年度~2008年度科学研究費補助金(基盤研究(C))研究成果報告書", "subitem_description_type": "Other"}, {"subitem_description": "研究概要:セミマルチンゲールのフィルトレーションの種々の拡大のもとでのセミマルチンゲール分解を求めた。それをもとにレヴィ過程のフィルトレーションの種々の拡大におけるcompensatorを、utilityの計算がしやすいような具体的な形で求めた。さらにレヴィ過程において満期の株価に関する情報が満期前では不鮮明な場合の、満期におけるlogarithmic utility が有限になるための必要十分条件を与えた。", "subitem_description_type": "Other"}, {"subitem_description": "研究報告書", "subitem_description_type": "Other"}]}, "item_1617186643794": {"attribute_name": "Publisher", "attribute_value_mlt": [{"subitem_1522300295150": "ja", "subitem_1522300316516": "山里眞"}]}, "item_1617186702042": {"attribute_name": "Language", "attribute_value_mlt": [{"subitem_1551255818386": "jpn"}]}, "item_1617186783814": {"attribute_name": "Identifier", "attribute_value_mlt": [{"subitem_identifier_type": "HDL", "subitem_identifier_uri": "http://hdl.handle.net/20.500.12000/13469"}]}, "item_1617187056579": {"attribute_name": "Bibliographic Information", "attribute_value_mlt": [{"bibliographicIssueDates": {"bibliographicIssueDate": "2009-03-31", "bibliographicIssueDateType": "Issued"}}]}, "item_1617258105262": {"attribute_name": "Resource Type", "attribute_value_mlt": [{"resourcetype": "research report", "resourceuri": "http://purl.org/coar/resource_type/c_18ws"}]}, "item_1617265215918": {"attribute_name": "Version Type", "attribute_value_mlt": [{"subitem_1522305645492": "AM", "subitem_1600292170262": "http://purl.org/coar/version/c_ab4af688f83e57aa"}]}, "item_1617605131499": {"attribute_name": "File", "attribute_type": "file", "attribute_value_mlt": [{"accessrole": "open_access", "download_preview_message": "", "file_order": 0, "filename": "18540133seika.pdf", "future_date_message": "", "is_thumbnail": false, "mimetype": "", "size": 0, "url": {"objectType": "fulltext", "url": "https://u-ryukyu.repo.nii.ac.jp/record/2005053/files/18540133seika.pdf"}, "version_id": "d669db89-6fb6-4ff5-bd0c-8c1e54d98188"}]}, "item_title": "セミマルチンゲールにより生成されるフィルターの拡大と数理ファイナン スへの応用", "item_type_id": "15", "owner": "1", "path": ["1642838403123", "1642838406414"], "permalink_uri": "http://hdl.handle.net/20.500.12000/13469", "pubdate": {"attribute_name": "PubDate", "attribute_value": "2009-11-26"}, "publish_date": "2009-11-26", "publish_status": "0", "recid": "2005053", "relation": {}, "relation_version_is_last": true, "title": ["セミマルチンゲールにより生成されるフィルターの拡大と数理ファイナン スへの応用"], "weko_shared_id": -1}
セミマルチンゲールにより生成されるフィルターの拡大と数理ファイナン スへの応用
http://hdl.handle.net/20.500.12000/13469
http://hdl.handle.net/20.500.12000/13469