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 1 262
Asymptotic Static Hedge via Symmetrization 0 0 0 8 0 1 1 18
Calibration of transparency risks: a note 0 0 0 14 0 0 1 63
Default Contagion with Domino Effect, A First Passage Time Approach 0 0 0 5 0 0 0 36
Generalizations of Ho-Lee's binomial interest rate model I: from one- to multi-factor 0 0 0 61 0 1 3 267
Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes 0 0 0 30 0 1 1 93
On a Symmetrization of Diffusion Processes 0 0 0 14 1 2 3 64
Probability density of lognormal fractional SABR model 0 0 0 27 0 1 1 74
Symmetric positive semi-definite Fourier estimator of instantaneous variance-covariance matrix 0 0 1 31 1 2 6 21
The Fourier estimation method with positive semi-definite estimators 0 0 0 52 0 1 1 45
The Thermodynamic Approach to Whole-Life Insurance: A Method for Evaluation of Surrender Risk 1 1 2 5 1 1 3 26
The Value of Timing Risk 0 0 1 37 0 1 4 81
What is the natural scale for a L\'evy process in modelling term structure of interest rates? 0 0 0 13 0 0 2 83
Total Working Papers 1 1 4 414 3 11 27 1,133


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 0 1 2 0 3 6 8
A discrete Itô calculus approach to He’s framework for multi-factor discrete markets 0 0 0 67 0 1 2 214
An application of risk theory to mortgage lending 0 0 1 1 0 0 2 2
An efficient weak Euler–Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables 0 0 0 0 0 2 3 5
Bridge representation and modal-path approximation 0 0 0 2 0 0 0 6
Generalizations of Ho–Lee’s binomial interest rate model I: from one- to multi-factor 0 0 1 137 0 1 4 423
HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES 0 0 0 4 0 0 0 20
Hedging error as generalized timing risk 0 0 1 2 0 1 4 6
LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION 0 0 0 71 0 1 1 166
Limit Theorems for Iterates of the Szász–Mirakyan Operator in Probabilistic View 0 0 0 0 0 1 2 3
On a symmetrization of diffusion processes 0 0 0 5 0 1 3 30
On the Pricing of Options Written on the Last Exit Time 0 0 0 0 0 1 1 4
On the Quasi Gaussian Interest Rate Models 0 1 4 117 0 3 10 335
On the convergence order of a binary tree approximation of symmetrized diffusion processes 0 0 2 5 1 1 3 6
Probability Density of Lognormal Fractional SABR Model 0 0 0 1 0 0 3 6
What is the Natural Scale for a Lévy Process in Modelling Term Structure of Interest Rates? 0 0 0 81 0 0 1 196
p-conformal maps on the triangular lattice 0 0 0 2 0 0 0 10
Total Journal Articles 0 1 10 497 1 16 45 1,440


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 0 0 1 5
HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES 0 0 1 5 0 1 3 30
Total Chapters 0 0 2 6 0 1 4 35


Statistics updated 2025-03-03