JP7275091B2 - 情報システム、情報処理方法およびプログラム - Google Patents
情報システム、情報処理方法およびプログラム Download PDFInfo
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- JP7275091B2 JP7275091B2 JP2020188754A JP2020188754A JP7275091B2 JP 7275091 B2 JP7275091 B2 JP 7275091B2 JP 2020188754 A JP2020188754 A JP 2020188754A JP 2020188754 A JP2020188754 A JP 2020188754A JP 7275091 B2 JP7275091 B2 JP 7275091B2
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| JP2020188754A JP7275091B2 (ja) | 2020-11-12 | 2020-11-12 | 情報システム、情報処理方法およびプログラム |
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| JP2020188754A JP7275091B2 (ja) | 2020-11-12 | 2020-11-12 | 情報システム、情報処理方法およびプログラム |
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| Publication Number | Publication Date |
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| JP2022077766A JP2022077766A (ja) | 2022-05-24 |
| JP2022077766A5 JP2022077766A5 (enExample) | 2022-07-15 |
| JP7275091B2 true JP7275091B2 (ja) | 2023-05-17 |
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Non-Patent Citations (3)
| Title |
|---|
| 伊藤雅剛，ほか２名，"Generalized Recovery Theoremを用いたforward lookingな収益率分布の推定"，２０１８年度 日本ファイナンス学会 NFA Annual Conference 2018 Proceedings 第２６回大会 予稿集 ［ＣＤ－ＲＯＭ］，日本，2018年06月24日，p.1-23 |
| 森川竜太郎，"Ross Recovery on FX market"，ＪＡＦＥＥ ２０１７ 冬季大会 予稿集，日本，日本金融・証券計量・工学学会（ＪＡＦＥＥ），2018年03月02日，p.84-95 |
| 霧生拓也，枇々木規雄，"Recovery Theoremを用いたForward Lookingな収益率分布の推定方法"，ＪＡＦＥＥ ２０１５ 冬季大会 プログラム，日本，日本金融・証券計量・工学学会（ＪＡＦＥＥ），2015年12月09日，p.11-22 |
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