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 1 2 2 117 1 2 4 248
Calibration of transparency risks: a note 1 1 1 13 1 1 1 53
Default Contagion with Domino Effect, A First Passage Time Approach 1 1 4 4 1 3 6 6
Generalizations of Ho-Lee's binomial interest rate model I: from one- to multi-factor 0 0 1 58 0 0 2 239
Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes 1 1 3 29 1 1 5 75
On a Symmetrization of Diffusion Processes 1 1 1 12 1 3 5 49
Probability density of lognormal fractional SABR model 2 2 15 15 2 3 9 9
The Fourier estimation method with positive semi-definite estimators 1 1 2 46 2 3 6 24
The Value of Timing Risk 2 7 19 19 3 11 21 21
What is the natural scale for a L\'evy process in modelling term structure of interest rates? 0 0 0 12 0 0 1 74
Total Working Papers 10 16 48 325 12 27 60 798


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 1 63 0 2 5 199
Generalizations of Ho–Lee’s binomial interest rate model I: from one- to multi-factor 0 1 1 135 0 2 5 387
HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES 1 2 3 3 1 2 3 3
LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION 0 0 0 71 1 1 2 159
On a symmetrization of diffusion processes 1 1 1 2 1 1 2 14
On the Quasi Gaussian Interest Rate Models 0 1 6 103 1 6 14 290
What is the Natural Scale for a Lévy Process in Modelling Term Structure of Interest Rates? 0 0 0 81 0 0 4 185
Total Journal Articles 2 5 12 458 4 14 35 1,237


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 1 4 10 10
Total Chapters 0 0 1 1 1 4 10 10


Statistics updated 2018-01-04