Access Statistics for Jiro Akahori

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	4	266
Asymptotic Static Hedge via Symmetrization	0	0	0	8	0	1	7	27
Calibration of transparency risks: a note	0	0	0	14	0	0	2	67
Default Contagion with Domino Effect, A First Passage Time Approach	0	0	0	5	0	2	10	46
Generalizations of Ho-Lee's binomial interest rate model I: from one- to multi-factor	0	0	0	62	0	1	10	278
Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes	0	0	0	30	1	2	15	108
On a Symmetrization of Diffusion Processes	0	0	0	14	1	2	5	69
Probability density of lognormal fractional SABR model	0	0	0	27	0	0	9	84
Symmetric positive semi-definite Fourier estimator of instantaneous variance-covariance matrix	0	0	0	31	0	1	10	34
The Fourier estimation method with positive semi-definite estimators	0	0	0	52	0	1	12	57
The Thermodynamic Approach to Whole-Life Insurance: A Method for Evaluation of Surrender Risk	0	0	0	5	0	1	21	50
The Value of Timing Risk	0	0	0	37	1	4	10	92
What is the natural scale for a L\'evy process in modelling term structure of interest rates?	0	0	0	13	1	2	10	93
Total Working Papers	0	0	0	415	4	17	125	1,271

Journal Article	File Downloads				Abstract Views
Journal Article	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	0	1	3	2	3	9	18
A discrete Itô calculus approach to He’s framework for multi-factor discrete markets	0	0	0	67	1	3	12	228
An application of risk theory to mortgage lending	0	0	0	1	0	0	4	6
An efficient weak Euler–Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables	0	0	0	0	0	12	22	28
Bridge representation and modal-path approximation	0	0	0	2	0	0	5	12
Generalizations of Ho–Lee’s binomial interest rate model I: from one- to multi-factor	0	0	0	137	1	2	19	442
HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES	0	0	0	4	1	2	7	28
Hedging error as generalized timing risk	0	0	1	3	0	1	12	18
LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION	0	0	0	71	0	1	9	176
Limit Theorems for Iterates of the Szász–Mirakyan Operator in Probabilistic View	0	0	0	1	0	1	8	12
On a symmetrization of diffusion processes	0	0	0	5	0	0	5	35
On the Pricing of Options Written on the Last Exit Time	0	0	0	0	0	1	6	10
On the Quasi Gaussian Interest Rate Models	0	0	0	118	0	1	9	346
On the convergence order of a binary tree approximation of symmetrized diffusion processes	0	0	0	6	0	1	11	21
Probability Density of Lognormal Fractional SABR Model	0	0	0	2	0	0	7	16
What is the Natural Scale for a Lévy Process in Modelling Term Structure of Interest Rates?	0	0	0	81	1	2	6	202
p-conformal maps on the triangular lattice	0	0	0	2	0	0	6	16
Total Journal Articles	0	0	2	503	6	30	157	1,614

Chapter	File Downloads				Abstract Views
Chapter	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	1	1	6	11
HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES	0	0	0	5	0	0	8	38
Total Chapters	0	0	0	6	1	1	14	49

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Statistics updated 2026-10-11