{"created":"2023-05-15T14:22:25.022736+00:00","id":2707,"links":{},"metadata":{"_buckets":{"deposit":"395d71c6-4773-4b60-aaa5-695a51c66811"},"_deposit":{"created_by":15,"id":"2707","owners":[15],"pid":{"revision_id":0,"type":"depid","value":"2707"},"status":"published"},"_oai":{"id":"oai:glim-re.repo.nii.ac.jp:00002707","sets":["1253:1361:16:535"]},"author_link":["34015"],"item_10002_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2013-01","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"4","bibliographicPageEnd":"260","bibliographicPageStart":"251","bibliographicVolumeNumber":"49","bibliographic_titles":[{"bibliographic_title":"學習院大學經濟論集","bibliographic_titleLang":"ja"},{"bibliographic_title":"The journal of Faculty of Economics, Gakushuin University","bibliographic_titleLang":"en"}]}]},"item_10002_description_19":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_10002_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"　学生にとって難解と思われているブラック＝ショールズ方程式であるが，視覚的にグラフィクス表現することで，理解が容易になる。本稿では，その確率的ブラウン運動を含む確立微分方程式に関するシミュレーション実験結果と代数学的に求められる理論的結果を3次元グラフィクスにより示す。確率的現象をコンピュータ上に再現することで，確率的ブラウン運動の理解が容易になり，同時に理論的に求められる正規分布を示し両者を比較することで，理論的事柄の理解を深める。また，オプションの期待値の導出過程における，期待値計算の積分計算範囲を，正規分布に伴う確率変数と対数正規分布に従う確率変数に関して，両者同時にグラフィクスで視覚的に示す。本稿のグラフィクスの特長は，変数間の関係をスライダー操作によるモーションとして表現した点である。スライダーで変数を動かすことにより，複雑な関係式における他の変数への影響の理解が容易になる。","subitem_description_type":"Abstract"}]},"item_10002_identifier_29":{"attribute_name":"URI","attribute_value_mlt":[{"subitem_identifier_type":"HDL","subitem_identifier_uri":"http://hdl.handle.net/10959/2984"}]},"item_10002_publisher_8":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"学習院大学経済学会","subitem_publisher_language":"ja"}]},"item_10002_source_id_11":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN00038827","subitem_source_identifier_type":"NCID"}]},"item_10002_source_id_9":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"00163953","subitem_source_identifier_type":"PISSN"}]},"item_10002_version_type_20":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"白田, 由香利","creatorNameLang":"ja"},{"creatorName":"シロタ, ユカリ","creatorNameLang":"ja-Kana"},{"creatorName":"Shirota, Yukari","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"34015","nameIdentifierScheme":"WEKO"},{"nameIdentifier":"1000030337901","nameIdentifierScheme":"CiNii ID","nameIdentifierURI":"http://ci.nii.ac.jp/nrid/1000030337901"},{"nameIdentifier":"30337901","nameIdentifierScheme":"e-Rad","nameIdentifierURI":"https://kaken.nii.ac.jp/ja/search/?qm=30337901"},{"nameIdentifier":"DA04685035","nameIdentifierScheme":"AID","nameIdentifierURI":"https://ci.nii.ac.jp/author/DA04685035"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2013-04-18"}],"displaytype":"detail","filename":"keizai_49_4_251_260.pdf","filesize":[{"value":"2.2 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"keizai_49_4_251_260.pdf","objectType":"fulltext","url":"https://glim-re.repo.nii.ac.jp/record/2707/files/keizai_49_4_251_260.pdf"},"version_id":"361c0180-ea40-4349-a60a-8b6cad85d50b"}]},"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":"ブラック=ショールズ方程式に関するシミュレーションとグラフィクスによる考察","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"ブラック=ショールズ方程式に関するシミュレーションとグラフィクスによる考察","subitem_title_language":"ja"},{"subitem_title":"ブラック ショールズ ホウテイシキ ニカンスル シミュレーション ト グラフィクス ニヨル コウサツ","subitem_title_language":"ja-Kana"},{"subitem_title":"A Study on Black-Scholes Formula with Computer Simulations and Graphics ","subitem_title_language":"en"}]},"item_type_id":"10002","owner":"15","path":["535"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2013-04-18"},"publish_date":"2013-04-18","publish_status":"0","recid":"2707","relation_version_is_last":true,"title":["ブラック=ショールズ方程式に関するシミュレーションとグラフィクスによる考察"],"weko_creator_id":"15","weko_shared_id":-1},"updated":"2023-08-10T01:26:48.521030+00:00"}