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 1 2 264
Asymptotic Static Hedge via Symmetrization 0 0 0 8 0 3 7 25
Calibration of transparency risks: a note 0 0 0 14 0 1 3 66
Default Contagion with Domino Effect, A First Passage Time Approach 0 0 0 5 0 3 6 42
Generalizations of Ho-Lee's binomial interest rate model I: from one- to multi-factor 0 0 1 62 1 5 8 275
Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes 0 0 0 30 1 9 10 103
On a Symmetrization of Diffusion Processes 0 0 0 14 0 0 0 64
Probability density of lognormal fractional SABR model 0 0 0 27 0 2 5 79
Symmetric positive semi-definite Fourier estimator of instantaneous variance-covariance matrix 0 0 0 31 1 2 5 26
The Fourier estimation method with positive semi-definite estimators 0 0 0 52 1 4 6 51
The Thermodynamic Approach to Whole-Life Insurance: A Method for Evaluation of Surrender Risk 0 0 0 5 11 17 22 48
The Value of Timing Risk 0 0 0 37 1 5 6 87
What is the natural scale for a L\'evy process in modelling term structure of interest rates? 0 0 0 13 3 5 5 88
Total Working Papers 0 0 1 415 19 57 85 1,218

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Discrete-Time Clark–Ocone Formula and its Application to an Error Analysis 0 1 1 3 0 4 5 13
A discrete Itô calculus approach to He’s framework for multi-factor discrete markets 0 0 0 67 1 6 9 223
An application of risk theory to mortgage lending 0 0 0 1 0 1 3 5
An efficient weak Euler–Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables 0 0 0 0 1 7 10 15
Bridge representation and modal-path approximation 0 0 0 2 0 3 4 10
Generalizations of Ho–Lee’s binomial interest rate model I: from one- to multi-factor 0 0 0 137 1 10 11 434
HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES 0 0 0 4 0 2 4 24
Hedging error as generalized timing risk 0 1 1 3 0 6 6 12
LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION 0 0 0 71 0 2 4 170
Limit Theorems for Iterates of the Szász–Mirakyan Operator in Probabilistic View 0 0 1 1 1 4 5 8
On a symmetrization of diffusion processes 0 0 0 5 0 4 4 34
On the Pricing of Options Written on the Last Exit Time 0 0 0 0 1 3 3 7
On the Quasi Gaussian Interest Rate Models 0 0 1 118 0 3 6 341
On the convergence order of a binary tree approximation of symmetrized diffusion processes 0 0 1 6 0 3 9 15
Probability Density of Lognormal Fractional SABR Model 0 0 1 2 1 3 7 13
What is the Natural Scale for a Lévy Process in Modelling Term Structure of Interest Rates? 0 0 0 81 0 2 2 198
p-conformal maps on the triangular lattice 0 0 0 2 1 3 3 13
Total Journal Articles 0 2 6 503 7 66 95 1,535

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 1 6
HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES 0 0 0 5 0 2 3 33
Total Chapters 0 0 0 6 0 2 4 39

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Statistics updated 2026-03-04