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 0 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 0 2 58 0 0 5 239
Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes 0 1 2 28 0 1 4 74
On a Symmetrization of Diffusion Processes 0 0 0 11 1 1 6 47
The Fourier estimation method with positive semi-definite estimators 0 1 1 45 1 2 4 22
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 2 5 281 2 4 23 754


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 2 2 5 199
Generalizations of Ho–Lee’s binomial interest rate model I: from one- to multi-factor 0 0 0 134 1 1 6 386
LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION 0 0 0 71 0 0 1 158
On a symmetrization of diffusion processes 0 0 0 1 0 0 2 13
On the Quasi Gaussian Interest Rate Models 0 0 6 102 3 3 12 287
What is the Natural Scale for a Lévy Process in Modelling Term Structure of Interest Rates? 0 0 0 81 0 0 4 185
Total Journal Articles 0 0 7 452 6 6 30 1,228
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 2 3 8 8
Total Chapters 0 0 1 1 2 3 8 8


Statistics updated 2017-11-04