{"created":"2023-05-15T14:21:40.728962+00:00","id":3419,"links":{},"metadata":{"_buckets":{"deposit":"810a50a3-9594-4479-a3e1-7e239b2e6dda"},"_deposit":{"created_by":3,"id":"3419","owners":[3],"pid":{"revision_id":0,"type":"depid","value":"3419"},"status":"published"},"_oai":{"id":"oai:bunkyo.repo.nii.ac.jp:00003419","sets":["1:26:197"]},"author_link":["4395"],"item_5_biblio_info_13":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"1992-01-01"},"bibliographicPageEnd":"65","bibliographicPageStart":"59","bibliographicVolumeNumber":"13","bibliographic_titles":[{"bibliographic_title":"情報研究"},{"bibliographic_title":"Information and Communication Studies"}]}]},"item_5_date_43":{"attribute_name":"作成日","attribute_value_mlt":[{"subitem_date_issued_datetime":"2012-01-17"}]},"item_5_description_12":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"This article starts with specifying heuristically the stochastic process followed by asset prices. After discussing the Markov property, typical processes followed by stock prices are derived. Among them, the Geometric Brownian Motion plays a vital role in developing stochastic financial economics, especially contingent claims analysis. Finally, the log-normal property of asset price and return distributions is briefly discussed. This article does not take up Martingales, one of the most important topics in stochastic processes and financial economics.\n\\n　本稿は,資産価格の従う確率過程をヒューリスティックに特定化し,そのマルコフ的な性質からウィーナー過程,伊藤過程(幾何ブラウン運動)を導く。これらの確率過程は特に株価の動きを記述する際に基本となるものである。次いで,条件付き請求権(オプション等)の評価で重要な役割を果たす対数正規との関係を調べる。本稿で取り上げる確率過程や分布特性は新しい金融経済学の基礎となるものである。","subitem_description_type":"Abstract"}]},"item_5_description_38":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_5_source_id_19":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"03893367"}]},"item_5_text_39":{"attribute_name":"本文言語","attribute_value_mlt":[{"subitem_text_value":"日本語"}]},"item_5_text_42":{"attribute_name":"ID","attribute_value_mlt":[{"subitem_text_value":"BKSJ130007"}]},"item_5_text_7":{"attribute_name":"Author","attribute_value_mlt":[{"subitem_text_value":"Kuribayashi, Satoshi"}]},"item_5_text_8":{"attribute_name":"所属機関","attribute_value_mlt":[{"subitem_text_value":"文教大学情報学部"}]},"item_5_text_9":{"attribute_name":"Institution","attribute_value_mlt":[{"subitem_text_value":"Bunkyo University Faculty of Information and Communications"}]},"item_5_version_type_35":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"栗林, 訓"}],"nameIdentifiers":[{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2018-03-24"}],"displaytype":"detail","filename":"BKSJ130007.pdf","filesize":[{"value":"346.9 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"BKSJ130007.pdf","url":"https://bunkyo.repo.nii.ac.jp/record/3419/files/BKSJ130007.pdf"},"version_id":"306dd065-a822-4ee8-a200-96c551869af9"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"資産価格過程 : 金融経済学の基礎","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"資産価格過程 : 金融経済学の基礎"},{"subitem_title":"Asset Price Processes : Foundations of Financial Economics"}]},"item_type_id":"5","owner":"3","path":["197"],"pubdate":{"attribute_name":"公開日","attribute_value":"2012-01-17"},"publish_date":"2012-01-17","publish_status":"0","recid":"3419","relation_version_is_last":true,"title":["資産価格過程 : 金融経済学の基礎"],"weko_creator_id":"3","weko_shared_id":-1},"updated":"2023-05-16T14:26:00.840765+00:00"}