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原資産(株)価格の2項モデルによる導出
https://iuk-repo.repo.nii.ac.jp/records/1210
https://iuk-repo.repo.nii.ac.jp/records/1210e767cd20-0e73-4443-95a1-5b197b9eafdc
名前 / ファイル | ライセンス | アクション |
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13460026_v61_2_Nakajima (368.7 kB)
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Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
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公開日 | 2020-09-17 | |||||
タイトル | ||||||
タイトル | 原資産(株)価格の2項モデルによる導出 | |||||
タイトル | ||||||
言語 | en | |||||
タイトル | A derivation of the price of the underlying financial asset (stock) by binomia model | |||||
言語 | ||||||
言語 | jpn | |||||
キーワード | ||||||
言語 | en | |||||
主題Scheme | Other | |||||
主題 | financial derivative | |||||
キーワード | ||||||
言語 | en | |||||
主題Scheme | Other | |||||
主題 | financial market | |||||
キーワード | ||||||
言語 | en | |||||
主題Scheme | Other | |||||
主題 | underlying financial asset | |||||
キーワード | ||||||
言語 | en | |||||
主題Scheme | Other | |||||
主題 | option | |||||
キーワード | ||||||
言語 | en | |||||
主題Scheme | Other | |||||
主題 | binomial model | |||||
資源タイプ | ||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
資源タイプ | departmental bulletin paper | |||||
著者 |
中嶋, 眞澄
× 中嶋, 眞澄 |
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著者(ヨミ) |
ナカジマ, マスミ
× ナカジマ, マスミ |
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抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | We derive here the distribution of the price of the underlying financial asset (stock) by binomial model without assuming that the price of the underlying financial asset (stock) follows the logarithmic normal distribution. | |||||
書誌情報 |
鹿児島経済論集 en : The Kagoshima journal of economics 巻 61, 号 2, p. 67-76, 発行日 2020-09-16 |
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ISSN | ||||||
収録物識別子タイプ | ISSN | |||||
収録物識別子 | 13460226 | |||||
書誌レコードID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AA11479673 | |||||
フォーマット | ||||||
内容記述タイプ | Other | |||||
内容記述 | application/pdf | |||||
著者版フラグ | ||||||
出版タイプ | VoR | |||||
出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||
出版者 | ||||||
出版者 | 鹿児島国際大学経済学部学会 | |||||
出版者(ヨミ) | ||||||
カゴシマ コクサイ ダイガク ケイザイ ガクブ ガッカイ | ||||||
別言語の出版者 | ||||||
The Faculty of Economics, The International University of Kagoshima | ||||||
資源タイプ | ||||||
内容記述タイプ | Other | |||||
内容記述 | 論文(Article) | |||||
資源タイプ・ローカル | ||||||
紀要論文 | ||||||
資源タイプ・NII | ||||||
Departmental Bulletin Paper | ||||||
資源タイプ・DCMI | ||||||
text | ||||||
資源タイプ・ローカル表示コード | ||||||
02 |