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, On the Pricing of Weather Derivatives: Ornstein-Uhlenbeck Temperature Model

一 高橋, Hajime Takahashi, 玲子 戸辺, Reiko Tobe, 英子 川野輪 and Hideko Kawanowa

No 2005-06, Discussion Papers from Graduate School of Economics, Hitotsubashi University

Pages: 21 pages
Date: 2005-11
Note: 2005年11月16日
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