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 1 1 3 265
Asymptotic Static Hedge via Symmetrization 0 0 0 8 0 1 6 26
Calibration of transparency risks: a note 0 0 0 14 1 1 4 67
Default Contagion with Domino Effect, A First Passage Time Approach 0 0 0 5 2 2 8 44
Generalizations of Ho-Lee's binomial interest rate model I: from one- to multi-factor 0 0 0 62 0 3 9 277
Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes 0 0 0 30 2 4 13 106
On a Symmetrization of Diffusion Processes 0 0 0 14 3 3 3 67
Probability density of lognormal fractional SABR model 0 0 0 27 4 4 9 83
Symmetric positive semi-definite Fourier estimator of instantaneous variance-covariance matrix 0 0 0 31 3 6 10 31
The Fourier estimation method with positive semi-definite estimators 0 0 0 52 3 4 9 54
The Thermodynamic Approach to Whole-Life Insurance: A Method for Evaluation of Surrender Risk 0 0 0 5 0 12 22 49
The Value of Timing Risk 0 0 0 37 1 2 6 88
What is the natural scale for a L\'evy process in modelling term structure of interest rates? 0 0 0 13 3 6 8 91
Total Working Papers 0 0 0 415 23 49 110 1,248

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 3 2 2 7 15
A discrete Itô calculus approach to He’s framework for multi-factor discrete markets 0 0 0 67 1 3 10 225
An application of risk theory to mortgage lending 0 0 0 1 0 1 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 10 15
Bridge representation and modal-path approximation 0 0 0 2 2 2 6 12
Generalizations of Ho–Lee’s binomial interest rate model I: from one- to multi-factor 0 0 0 137 5 7 17 440
HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES 0 0 0 4 1 2 6 26
Hedging error as generalized timing risk 0 0 1 3 4 4 10 16
LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION 0 0 0 71 5 5 9 175
Limit Theorems for Iterates of the Szász–Mirakyan Operator in Probabilistic View 0 0 1 1 2 3 7 10
On a symmetrization of diffusion processes 0 0 0 5 1 1 5 35
On the Pricing of Options Written on the Last Exit Time 0 0 0 0 1 2 4 8
On the Quasi Gaussian Interest Rate Models 0 0 1 118 1 4 10 345
On the convergence order of a binary tree approximation of symmetrized diffusion processes 0 0 1 6 3 3 12 18
Probability Density of Lognormal Fractional SABR Model 0 0 0 2 2 3 8 15
What is the Natural Scale for a Lévy Process in Modelling Term Structure of Interest Rates? 0 0 0 81 1 2 4 200
p-conformal maps on the triangular lattice 0 0 0 2 1 3 5 15
Total Journal Articles 0 0 5 503 32 48 134 1,576

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 1 3 4 9
HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES 0 0 0 5 4 4 7 37
Total Chapters 0 0 0 6 5 7 11 46

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Statistics updated 2026-05-06