Access Statistics for Jiro Akahori

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Heat Kernel Approach to Interest Rate Models 0 0 0 115 0 1 3 246
Calibration of transparency risks: a note 0 0 0 12 0 0 0 52
Generalizations of Ho-Lee's binomial interest rate model I: from one- to multi-factor 0 1 2 58 0 1 6 238
Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes 0 0 1 27 1 1 3 72
On a Symmetrization of Diffusion Processes 0 0 1 11 0 1 8 45
The Fourier estimation method with positive semi-definite estimators 0 0 0 44 0 0 4 20
What is the natural scale for a L\'evy process in modelling term structure of interest rates? 0 0 0 12 0 0 1 74
Total Working Papers 0 1 4 279 1 4 25 747


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A discrete Itô calculus approach to He’s framework for multi-factor discrete markets 0 0 1 63 0 0 5 195
Generalizations of Ho–Lee’s binomial interest rate model I: from one- to multi-factor 0 0 1 134 0 0 11 384
LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION 0 0 0 71 0 0 2 157
On a symmetrization of diffusion processes 0 0 0 1 0 0 1 12
On the Quasi Gaussian Interest Rate Models 1 3 5 101 1 3 10 282
What is the Natural Scale for a Lévy Process in Modelling Term Structure of Interest Rates? 0 0 0 81 0 0 7 183
Total Journal Articles 1 3 7 451 1 3 36 1,213
1 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES 0 0 1 1 0 1 3 3
Total Chapters 0 0 1 1 0 1 3 3


Statistics updated 2017-07-04