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 2 245
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 1 57 0 0 5 237
Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes 0 1 1 27 0 1 2 71
On a Symmetrization of Diffusion Processes 0 0 1 11 1 1 8 45
The Fourier estimation method with positive semi-definite estimators 0 0 0 44 0 2 7 20
What is the natural scale for a L\'evy process in modelling term structure of interest rates? 0 0 0 12 0 1 1 74
Total Working Papers 0 1 3 278 1 6 25 744


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 1 1 63 0 1 6 195
Generalizations of Ho–Lee’s binomial interest rate model I: from one- to multi-factor 0 0 1 134 0 0 12 384
HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES 0 0 0 2 1 1 3 61
LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION 0 0 0 71 0 0 3 157
On a symmetrization of diffusion processes 0 0 0 1 0 0 1 12
On the Quasi Gaussian Interest Rate Models 0 0 3 98 0 2 9 279
What is the Natural Scale for a Lévy Process in Modelling Term Structure of Interest Rates? 0 0 0 81 0 2 8 183
Total Journal Articles 0 1 5 450 1 6 42 1,271


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 1 1 1 1 3 3 3
Total Chapters 0 1 1 1 1 3 3 3


Statistics updated 2017-05-02