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 0 117 0 0 2 261
Calibration of transparency risks: a note 0 0 0 13 0 0 0 61
Default Contagion with Domino Effect, A First Passage Time Approach 0 0 0 4 0 0 2 33
Generalizations of Ho-Lee's binomial interest rate model I: from one- to multi-factor 0 0 0 59 0 0 0 260
Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes 0 0 0 29 0 0 0 87
On a Symmetrization of Diffusion Processes 0 0 0 12 0 1 1 57
Probability density of lognormal fractional SABR model 0 1 3 25 2 5 14 68
The Fourier estimation method with positive semi-definite estimators 0 1 1 52 0 3 3 39
The Value of Timing Risk 0 0 1 35 0 0 4 71
What is the natural scale for a L\'evy process in modelling term structure of interest rates? 0 0 0 13 0 0 1 81
Total Working Papers 0 2 5 359 2 9 27 1,018


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 0 67 0 0 2 211
Generalizations of Ho–Lee’s binomial interest rate model I: from one- to multi-factor 0 0 0 136 0 0 1 416
HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES 0 0 0 3 0 0 2 18
LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION 0 0 0 71 0 0 2 165
On a symmetrization of diffusion processes 0 0 0 2 0 0 0 23
On the Quasi Gaussian Interest Rate Models 0 0 0 108 0 1 1 313
What is the Natural Scale for a Lévy Process in Modelling Term Structure of Interest Rates? 0 0 0 81 0 0 1 194
Total Journal Articles 0 0 0 468 0 1 9 1,340


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 0 1 0 0 3 24
Total Chapters 0 0 0 1 0 0 3 24


Statistics updated 2022-06-07