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	2	4	266
Asymptotic Static Hedge via Symmetrization	0	0	0	8	0	0	6	26
Calibration of transparency risks: a note	0	0	0	14	0	1	3	67
Default Contagion with Domino Effect, A First Passage Time Approach	0	0	0	5	0	2	8	44
Generalizations of Ho-Lee's binomial interest rate model I: from one- to multi-factor	0	0	0	62	0	0	9	277
Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes	0	0	0	30	0	2	13	106
On a Symmetrization of Diffusion Processes	0	0	0	14	0	3	3	67
Probability density of lognormal fractional SABR model	0	0	0	27	0	5	10	84
Symmetric positive semi-definite Fourier estimator of instantaneous variance-covariance matrix	0	0	0	31	1	5	11	33
The Fourier estimation method with positive semi-definite estimators	0	0	0	52	1	5	11	56
The Thermodynamic Approach to Whole-Life Insurance: A Method for Evaluation of Surrender Risk	0	0	0	5	0	0	21	49
The Value of Timing Risk	0	0	0	37	0	1	6	88
What is the natural scale for a L\'evy process in modelling term structure of interest rates?	0	0	0	13	0	3	8	91
Total Working Papers	0	0	0	415	2	29	113	1,254

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	0	2	6	15
A discrete Itô calculus approach to He’s framework for multi-factor discrete markets	0	0	0	67	0	1	10	225
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	1	11	16
Bridge representation and modal-path approximation	0	0	0	2	0	2	6	12
Generalizations of Ho–Lee’s binomial interest rate model I: from one- to multi-factor	0	0	0	137	0	5	17	440
HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES	0	0	0	4	0	1	6	26
Hedging error as generalized timing risk	0	0	1	3	0	5	11	17
LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION	0	0	0	71	0	5	8	175
Limit Theorems for Iterates of the Szász–Mirakyan Operator in Probabilistic View	0	0	1	1	0	3	8	11
On a symmetrization of diffusion processes	0	0	0	5	0	1	5	35
On the Pricing of Options Written on the Last Exit Time	0	0	0	0	1	2	5	9
On the Quasi Gaussian Interest Rate Models	0	0	0	118	0	1	8	345
On the convergence order of a binary tree approximation of symmetrized diffusion processes	0	0	0	6	0	5	12	20
Probability Density of Lognormal Fractional SABR Model	0	0	0	2	0	3	9	16
What is the Natural Scale for a Lévy Process in Modelling Term Structure of Interest Rates?	0	0	0	81	0	1	4	200
p-conformal maps on the triangular lattice	0	0	0	2	0	2	6	16
Total Journal Articles	0	0	3	503	1	40	136	1,584

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	0	2	5	10
HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES	0	0	0	5	0	5	8	38
Total Chapters	0	0	0	6	0	7	13	48

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Statistics updated 2026-07-10