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Economic analysis of time discounting anomalies and intertemporal choice behavior: Implications for debt holding, obesity, and smoking

Research Project

Project/Area Number 21330046
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field Economic theory
Research InstitutionOsaka University

Principal Investigator

IKEDA Shinsuke  大阪大学, 社会経済研究所, 教授 (70184421)

Co-Investigator(Kenkyū-buntansha) OHTAKE Fumio  大阪大学, 社会経済研究所, 教授 (50176913)
TANAKA Keiichi  首都大学東京, 社会(科) 学研究科 (00381442)
Project Period (FY) 2009-04-01 – 2014-03-31
Project Status Completed (Fiscal Year 2013)
Budget Amount *help
¥17,030,000 (Direct Cost: ¥13,100,000、Indirect Cost: ¥3,930,000)
Fiscal Year 2013: ¥2,600,000 (Direct Cost: ¥2,000,000、Indirect Cost: ¥600,000)
Fiscal Year 2012: ¥2,600,000 (Direct Cost: ¥2,000,000、Indirect Cost: ¥600,000)
Fiscal Year 2011: ¥3,380,000 (Direct Cost: ¥2,600,000、Indirect Cost: ¥780,000)
Fiscal Year 2010: ¥4,290,000 (Direct Cost: ¥3,300,000、Indirect Cost: ¥990,000)
Fiscal Year 2009: ¥4,160,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥960,000)
Keywords時間割引 / 双曲割引 / 行動経済学 / 肥満 / 負債 / 喫煙 / 選択 / 健康 / 時間選好 / 意志力 / 符号効果 / パネル / 時間選好率 / アンケート / ナイーブ / 時間割引率 / エアコン / 省エネ / 危険回避度 / 習慣
Research Abstract

In this five-year long research project, I have investigated on how people's time preferences and discount rates are formed, and how various time discounting properties, including hyperbolic discounting, affect people's actual behavior based on intertemporal decision makings, such as obesity/overeating, debt holding, smoking, health-keeping behavior.
The research results are summarized in the form of academic articles published in standard refereed journals, such as Journal of Health Economics, Journal of Economic Dynamic & Control, Health Economics. Based on the insights, I wrote a monograph, titled Self-Destructive Choices, to which the 55th Nikkei-Economic Book Award were awarded. A Korean-translated version of the book was published in Korea.

Report

(6 results)
  • 2013 Annual Research Report   Final Research Report ( PDF )
  • 2012 Annual Research Report
  • 2011 Annual Research Report
  • 2010 Annual Research Report
  • 2009 Annual Research Report
  • Research Products

    (73 results)

All 2014 2013 2012 2011 2010 2009 Other

All Journal Article (31 results) (of which Peer Reviewed: 20 results) Presentation (28 results) (of which Invited: 1 results) Book (10 results) Remarks (4 results)

  • [Journal Article] Neural mechanisms of gain-loss asymmetry in temporal discounting2014

    • Author(s)
      Saori Tanaka, Katsunori Yamada, Hiroyasu Yoneda, and Fumio Ohtake
    • Journal Title

      Journal of Neuroscience

      Volume: 34(16) Pages: 5595-5602

    • Related Report
      2013 Annual Research Report 2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Exchange rate and current account dynamics with habits over consumption and money holdings2013

    • Author(s)
      Gombi, Ichiro and Shinsuke Ikeda
    • Journal Title

      Modern Economy

      Volume: 4 Issue: 07 Pages: 471-481

    • DOI

      10.4236/me.2013.47051

    • Related Report
      2013 Annual Research Report 2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Time discounting and smoking behavior. Evidence from a panel study2013

    • Author(s)
      Kang, Myong-il and Shinsuke Ikeda
    • Journal Title

      Health Economics

      Volume: forthcoming Issue: 12 Pages: 1443-1464

    • DOI

      10.1002/hec.2998

    • Related Report
      2013 Annual Research Report 2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Decreasing marginal impatience and capital accumulation in a two-country world economy2013

    • Author(s)
      Hirose, Ken-Ichi and Shinsuke Ikeda
    • Journal Title

      Osaka University ISER Discussion Paper

      Volume: No. 882

    • Related Report
      2013 Final Research Report
  • [Journal Article] Time discounting, present biases, and health-related behavior2013

    • Author(s)
      Kang, Myong-Il and Shinsuke Ikeda
    • Journal Title

      Osaka University ISER Discussion Paper

      Volume: No. 885

    • Related Report
      2013 Final Research Report
  • [Journal Article] Time preference and dynamic stability in a global economy2013

    • Author(s)
      Hirose, Ken-Ichi and Shinsuke Ikeda
    • Journal Title

      Osaka University ISER Discussion Paper

      Volume: No. 887

    • Related Report
      2013 Annual Research Report 2013 Final Research Report
  • [Journal Article] Habit-forming children and thankworthy parental altruism2013

    • Author(s)
      Zhang, Lin and Shinsuke Ikeda
    • Journal Title

      Osaka University ISER Discussion Paper

      Volume: No. 890

    • Related Report
      2013 Annual Research Report 2013 Final Research Report
  • [Journal Article] Socio-Emotional Status Education, and Time-Discounting in Japanese Non-Somoking Population : A Multi-Generational Study2013

    • Author(s)
      S. Yamada, T. Takahashi, A. Kamesaka, Y. Tsutusi, F. Ohtake
    • Journal Title

      Psychology

      Volume: Vol. 4 No. 2 Issue: 02 Pages: 124-132

    • DOI

      10.4236/psych.2013.42018

    • Related Report
      2013 Annual Research Report 2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Decreasing marginal impatience and capital accumulation in a two-country world economy2013

    • Author(s)
      Hirose, Ken-Ichi and Shinsuke Ikeda
    • Journal Title

      Osaka University ISER Discussion Paper

      Volume: No.882

    • Related Report
      2013 Annual Research Report
  • [Journal Article] Time discounting, present biases, and health-related behvior2013

    • Author(s)
      Kang, Myong-Il and Shinsuke Ikeda
    • Journal Title

      Osaka University ISER Discussion Paper

      Volume: No.885

    • Related Report
      2013 Annual Research Report
  • [Journal Article] Decreasing Marginal Impatience in TwoCountry World Economy2012

    • Author(s)
      Hirose, Ken-Ichi, Ikeda, Shinsuke
    • Journal Title

      Journal of Economics

      Volume: Vol. 105(3) Issue: 3 Pages: 247-62

    • DOI

      10.1007/s00712-011-0217-9

    • Related Report
      2013 Final Research Report 2012 Annual Research Report 2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Time discounting : Delay effect and procrastinating behavior2012

    • Author(s)
      Sasaki, Shunichiro, Shiyu Xie, Shinsuke Ikeda, Jie Qin, and Yoshiro Tsutsui
    • Journal Title

      Journal of Behavioral Economics and Finance

      Volume: 5 Pages: 10-14

    • NAID

      130004959907

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Decreasing and increasing marginal impatience and the terms of trade in an interdependent world2012

    • Author(s)
      Hirose, keni-Ichi and Shinsuke Ikeda
    • Journal Title

      Journal of Economic Dynamics and Control

      Volume: 36 Issue: 10 Pages: 1151-1565

    • DOI

      10.1016/j.jedc.2012.04.003

    • Related Report
      2013 Final Research Report 2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 意志力の経済学―消費・貯蓄理論の新次元2012

    • Author(s)
      池田新介
    • Journal Title

      Journal of Behavioral Economics and Finance

      Volume: 5 Issue: 0 Pages: 277-287

    • DOI

      10.11167/jbef.5.277

    • NAID

      130004959912

    • ISSN
      2185-3568
    • Related Report
      2013 Final Research Report 2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Time Discounting: Delay Effect and Procrastinating Behavior2012

    • Author(s)
      Sasaki, Shunichiro, Shiyu Xie, Shinsuke Ikeda, Jie Qin, and Yoshiro Tsutsui,
    • Journal Title

      Journal of Behavioral Economics and Finance

      Volume: 5 Issue: 0 Pages: 15-25

    • DOI

      10.11167/jbef.5.15

    • NAID

      130004959907

    • ISSN
      2185-3568
    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Time discounting and smoking behavior : A Panel Study2011

    • Author(s)
      Kang, Myon-Il, Ikeda, Shinsuke
    • Journal Title

      Osaka University ISER Discussion Paper

      Volume: NO. 782 Pages: 1-46

    • Related Report
      2013 Final Research Report
  • [Journal Article] Generalized hyperbolic discounting, borrowing aversion, and debt holding2011

    • Author(s)
      Ikeda, Shinsuke and Myong-Il, Kang
    • Journal Title

      Osaka University ISER Discussion Paper

      Volume: No. 817 Pages: 1-32

    • Related Report
      2013 Final Research Report
  • [Journal Article] Time discounting and smoking behavior: A Panel Study2011

    • Author(s)
      Kang, Myon-Il and Shinsuke Ikeda
    • Journal Title

      ISER Discussion Paper

      Volume: No. 782 Pages: 1-46

    • Related Report
      2011 Annual Research Report
  • [Journal Article] Generalized hyperbolic discounting, borrowing aversion, and debt holding2011

    • Author(s)
      Ikeda, Shinsuke and Myong-Il, Kang
    • Journal Title

      ISER Discussion Paper

      Volume: No. 817 Pages: 1-32

    • Related Report
      2011 Annual Research Report
  • [Journal Article] Hyperbolic discounting, the sign effect, and the body mass index2010

    • Author(s)
      Ikeda, Shinsuke, Myong-Il Kang, and Fumio Ohtake
    • Journal Title

      Journal of Health Economics 29

      Pages: 268-284

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Hyperbolic discounting, the sign effect, and the body mass index2010

    • Author(s)
      Ikeda, Shinsuke, Myon-Il Kang, Fumio Ohtake
    • Journal Title

      Journal of Health Economics

      Volume: 29 Pages: 268-284

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Koizumi carried the day : Did the Japanese election results make people happy and unhappy?2010

    • Author(s)
      Y.Tsutsui, M.Kimball, F.Ohtake
    • Journal Title

      European Journal of Political Economy

      Volume: Vol.26(1) Pages: 12-24

    • Related Report
      2010 Annual Research Report 2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 時間選好と肥満2009

    • Author(s)
      池田新介
    • Journal Title

      基礎心理学研究

      Volume: 第28巻 1号(招待講演論文) Pages: 156-159

    • Related Report
      2013 Final Research Report
  • [Journal Article] Export-and import-specific habit formation2009

    • Author(s)
      Ikeda, Shinsuke
    • Journal Title

      Review of Development Economics 13

      Pages: 709-718

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Export- and import-specific habit formation2009

    • Author(s)
      Ikeda, Shinsuke
    • Journal Title

      Review of Development Economics

      Volume: 13 Pages: 709-718

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Habit formation in an interdependent world economy2009

    • Author(s)
      Ikeda, Shinsuke, Ichiro Gombi
    • Journal Title

      Macroeconomic Dynamics

      Volume: 13 Pages: 477-492

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 時間割引と肥満2009

    • Author(s)
      池田新介
    • Journal Title

      基礎心理学研究

      Volume: Vol.28 No.1 Pages: 156-159

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] The productivity of public capital : Evidence from Japan's 1994 electoral reform2009

    • Author(s)
      D.Kawaguchi, F.Ohtake, K.Tamada
    • Journal Title

      Journal of The Japanese and International Economies

      Volume: 23(3) Pages: 332-343

    • NAID

      120006930422

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Time discounting : Declining impatience and interval effect2009

    • Author(s)
      Y.Kinari, F.Ohtake, Y.Tsutsui
    • Journal Title

      Journal of Risk and Uncertainty

      Volume: 39(1) Pages: 87-112

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A Multi-quality model of interest rates2009

    • Author(s)
      Keiichi Tanaka, Masaaki Kijima, Tony Wong
    • Journal Title

      Quantitative Finance

      Volume: Vol.9 No.2 Pages: 155-145

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A latent process model for the pricing of corporate securities2009

    • Author(s)
      Keiichi Tanaka, Masaaki Kijima, Teruyoshi Suzuki
    • Journal Title

      Mathematical Methods of Operations Research

      Volume: Vol.69 No.3 Pages: 439-455

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Presentation] 行動経済学から日本経済を考える-財政・金融・医療・エネルギー(パネルディスカッション)2013

    • Author(s)
      池田新介(座長) 依田高典, 小幡積, 土居丈朗, 西村周三(パネリ ス ト )
    • Organizer
      第7回行動経済学会大会
    • Place of Presentation
      京都大学時計台ホール
    • Year and Date
      2013-12-14
    • Related Report
      2013 Final Research Report
  • [Presentation] Willpower and consumer dynamics2013

    • Author(s)
      池 田 新 介
    • Organizer
      慶応義塾大学経済学部セミナー
    • Place of Presentation
      慶応義塾大学経済学部セミナー
    • Year and Date
      2013-10-11
    • Related Report
      2013 Final Research Report
  • [Presentation] Controlling self-control : A willpower model of consumers2013

    • Author(s)
      Ikeda, S. and T. Ojima
    • Organizer
      一橋大学マクロ金融ワークショップ
    • Place of Presentation
      一橋大学マクロ金融ワークショップ
    • Year and Date
      2013-05-21
    • Related Report
      2013 Final Research Report
  • [Presentation] Controlling self-control : A willpower model of consumers2013

    • Author(s)
      Ikeda S. and T. Ojima
    • Organizer
      名古屋大学大学院経済学研究科セミ ナー
    • Place of Presentation
      名古屋大学
    • Year and Date
      2013-02-12
    • Related Report
      2013 Final Research Report
  • [Presentation] Controlling self-control : A willpower model of consumers2013

    • Author(s)
      Ikeda, S. and T. Ojima
    • Organizer
      マクロ研究会
    • Place of Presentation
      大阪大学中之島センタ ー
    • Year and Date
      2013-02-12
    • Related Report
      2013 Final Research Report
  • [Presentation] Time Discounting, Present Biases, and Health-Related Behavior2013

    • Author(s)
      Ikeda Shinsuke
    • Organizer
      75th International Atlantic Economic Conference
    • Place of Presentation
      ウィーン, オーストリア
    • Related Report
      2013 Final Research Report
  • [Presentation] Decreasing Marginal Impatience and Capital Accumulation in a Two-World Economy2013

    • Author(s)
      Ikeda, Shinsuke
    • Organizer
      75th International Atlantic Economic Conference
    • Place of Presentation
      ウィーン, オーストリア
    • Related Report
      2013 Final Research Report
  • [Presentation] Thankworthy parental altruism and children' s habit formation2013

    • Author(s)
      Zhang Lin and Shinsuke Ikeda
    • Organizer
      日本経済学会平成25年度秋季大会
    • Place of Presentation
      神奈川大学
    • Related Report
      2013 Final Research Report
  • [Presentation] Thankworthy parental altruism and children' s formation2013

    • Author(s)
      Zhang Lin and Shinsuke Ikeda
    • Organizer
      第7回行動経済学会大会
    • Place of Presentation
      京都大学
    • Related Report
      2013 Final Research Report
  • [Presentation] Thankworthy parental altruism and children's habit formation2013

    • Author(s)
      Zhang Lin and Shinsuke Ikeda
    • Organizer
      日本経済学会平成25年度秋季大会
    • Place of Presentation
      神奈川大学
    • Related Report
      2013 Annual Research Report
  • [Presentation] Thankworthy parental altruism and children's habit formation2013

    • Author(s)
      Zhang Lin and Shinsuke Ikeda
    • Organizer
      第7回行動経済学会大会
    • Place of Presentation
      京都大学
    • Related Report
      2013 Annual Research Report
  • [Presentation] Time Discounting, Present Biases, and Health-Related Behavior2013

    • Author(s)
      Ikeda Shinsuke
    • Organizer
      75th International Atlantic Economic Conference
    • Place of Presentation
      ウィーン、オーストリア
    • Related Report
      2012 Annual Research Report
  • [Presentation] Decreasing Marginal Impatience and Capital Accumulation in a Two-country World Economy2013

    • Author(s)
      Ikeda Shinsuke
    • Organizer
      75th International Atlantic Economic Conference
    • Place of Presentation
      ウィーン、オーストリア
    • Related Report
      2012 Annual Research Report
  • [Presentation] 意思の経済学2012

    • Author(s)
      池田新介
    • Organizer
      行動経済学会
    • Place of Presentation
      青山学院大学
    • Year and Date
      2012-12-08
    • Related Report
      2013 Final Research Report 2012 Annual Research Report
    • Invited
  • [Presentation] 一般化双曲割引, 負債回避, およ び負債保有行動2011

    • Author(s)
      池田新介
    • Organizer
      横断型基幹科学技術研究団体連合コンファレンス
    • Place of Presentation
      石川ハイ テク 交流センタ ー
    • Related Report
      2013 Final Research Report
  • [Presentation] Happiness (Subjective Well-Being) as a Welfare Criterion; Economics Viewpoints, Overview Address of Theme 3 (Quality of Life and Societal Behavior)2011

    • Author(s)
      池田新介
    • Organizer
      Asia-Pacific Conference on Measuring Well-Being and Fostering the Progress of Societies
    • Place of Presentation
      National Graduate Institute for Policy Studies
    • Related Report
      2013 Final Research Report
  • [Presentation] 一般化双曲割引、負債回避、および負債保有行動2011

    • Author(s)
      池田新介
    • Organizer
      横断型基幹科学技術研究団体連合コンファレンス
    • Place of Presentation
      石川ハイテク交流センター
    • Related Report
      2011 Annual Research Report
  • [Presentation] Happiness (Subjective Well-Being) as a Welfare Criterion: Economics Viewpoints, Overview Address of Theme 3 (Quality of Life and Societal Behavior)2011

    • Author(s)
      池田新介
    • Organizer
      Asia-Pacific Conference on Measuring Well-Being and Fostering the Progress of Societies
    • Place of Presentation
      National Graduate Institute for Policy Studies
    • Related Report
      2011 Annual Research Report
  • [Presentation] パネル討論:行動経済学から社会病理を考える-肥満・喫煙・多重債務2010

    • Author(s)
      池田新介・大竹文雄
    • Organizer
      2010年度日本経済学会秋季大会
    • Place of Presentation
      関西学院大学
    • Year and Date
      2010-09-18
    • Related Report
      2010 Annual Research Report
  • [Presentation] Time preference, time discounting biases, and debt holding behavior2010

    • Author(s)
      池田新介
    • Organizer
      大阪大学グローバルCOEワークショップ「時間と選択の経済学」
    • Place of Presentation
      北ビワコホテル グラツィエ
    • Year and Date
      2010-02-15
    • Related Report
      2009 Annual Research Report
  • [Presentation] Genetic inheritance of time-discounting behavior : A Bayesian approach using Markov chain Monte Carlo method2010

    • Author(s)
      Fumio Ohtake
    • Organizer
      大阪大学グローバルCOEワークショップ「時間と選択の経済学」
    • Place of Presentation
      北ビワコホテル グラツィエ
    • Year and Date
      2010-02-14
    • Related Report
      2009 Annual Research Report
  • [Presentation] Dynamic asset allocation under stochastic interest rate and market price of risk2009

    • Author(s)
      Keiichi Tanaka
    • Organizer
      15th International Conference on Computating in Economics and Finance
    • Place of Presentation
      Sydney
    • Related Report
      2009 Annual Research Report
  • [Presentation] Dynamic asset allocation under stochastic interest rate and market price of risk2009

    • Author(s)
      Keiichi Tanaka
    • Organizer
      2009 Applied Business Research Conference
    • Place of Presentation
      Honolulu
    • Related Report
      2009 Annual Research Report
  • [Presentation] Controlling self-control: A willpower model of consumers.

    • Author(s)
      Ikeda, S. and T. Ojima
    • Organizer
      一橋大学マクロ金融ワークショップ
    • Place of Presentation
      一橋大学経済研究所
    • Related Report
      2013 Annual Research Report
  • [Presentation] Willpower and consumer dynamics

    • Author(s)
      池田 新介
    • Organizer
      慶應義塾大学経済学部セミナー
    • Place of Presentation
      慶応大学経済学部
    • Related Report
      2013 Annual Research Report
  • [Presentation] 一般向けパネル・ディスカッション『行動経済学から日本経済を考える-財政・金融・医療・エネルギー』

    • Author(s)
      (座長)池田新介 (パネリスト)依田高典,小幡積,土居丈朗,西村周三
    • Organizer
      第7回行動経済学会大会
    • Place of Presentation
      京都大学時計台ホール
    • Related Report
      2013 Annual Research Report
  • [Presentation] Controlling self-control: A willpower model of consumers

    • Author(s)
      Ikeda, S. and T. Ojima
    • Organizer
      名古屋大学大学院経済学研究科セミナー
    • Place of Presentation
      名古屋大学
    • Related Report
      2012 Annual Research Report
  • [Presentation] Controlling self-control: A willpower model of consumers

    • Author(s)
      Ikeda, S. and T. Ojima
    • Organizer
      マクロ経済学研究会
    • Place of Presentation
      大阪大学中之島センター
    • Related Report
      2012 Annual Research Report
  • [Book] なぜ太っている人は, 借金をするのか『自滅する選択』ハングル語翻訳版2013

    • Author(s)
      池田新介
    • Total Pages
      308
    • Related Report
      2013 Final Research Report
  • [Book] なぜ太っている人は、借金をするのか 『自滅する選択」ハングル語翻訳版2013

    • Author(s)
      池田 新介 キム・ユンギュン(訳)
    • Total Pages
      308
    • Publisher
      ワイズベリー
    • Related Report
      2013 Annual Research Report
  • [Book] 自滅する選択先延ばしで後悔しないための新しい経済学2012

    • Author(s)
      池田新介
    • Total Pages
      246
    • Publisher
      東洋経済新報社
    • Related Report
      2013 Final Research Report
  • [Book] 脳の中の経済学2012

    • Author(s)
      大竹文雄・ 田中沙織・ 佐倉統
    • Total Pages
      212
    • Publisher
      ディスカバー新書
    • Related Report
      2013 Final Research Report
  • [Book] 自滅する選択 先延ばしで後悔しないための新しい経済学2012

    • Author(s)
      池田新介
    • Publisher
      東洋経済新報社
    • Related Report
      2012 Annual Research Report
  • [Book] 脳の中の経済学2012

    • Author(s)
      大竹文雄・田中沙織・佐倉統
    • Total Pages
      212
    • Publisher
      ディスカバー携書
    • Related Report
      2012 Annual Research Report
  • [Book] 現代経済学の潮流20102010

    • Author(s)
      池田新介・大垣昌夫・柴田章久・田渕隆俊・前多康男・宮尾龍蔵
    • Total Pages
      385
    • Publisher
      東洋経済新報社
    • Related Report
      2010 Annual Research Report
  • [Book] 現代経済学の潮流20092009

    • Author(s)
      池田新介・市村英彦・伊藤秀史編
    • Total Pages
      263
    • Publisher
      東洋経済新報社
    • Related Report
      2009 Annual Research Report
  • [Book] 人口減少と日本経済2009

    • Author(s)
      大竹文雄
    • Publisher
      日本経済新聞出版社
    • Related Report
      2009 Annual Research Report
  • [Book] Yield Spread Options under the DLG model2009

    • Author(s)
      Keiichi Tanaka, Masaaki Kijima, Tony Wong
    • Total Pages
      310
    • Publisher
      in Modelling Interest Rates, ed.by Fabrio Mercurio, RISK book
    • Related Report
      2009 Annual Research Report
  • [Remarks] 池田新介HP

    • URL

      http://www.iser.osaka-u.ac.jp/~ikeda/

    • Related Report
      2010 Annual Research Report
  • [Remarks] 大竹文雄HP

    • URL

      http://www.iser.osaka-u.ac.jp/~ohtake/index.htm

    • Related Report
      2010 Annual Research Report
  • [Remarks] 池田新介HP

    • URL

      http://www.iser.osaka-u.ac.jp/~ikeda/

    • Related Report
      2009 Annual Research Report
  • [Remarks] 大竹文雄HP

    • URL

      http://www.iser.osaka-u.ac.jp/~ohtake/index.htm

    • Related Report
      2009 Annual Research Report

URL: 

Published: 2009-04-01   Modified: 2019-07-29  

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