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	1	1	262
Asymptotic Static Hedge via Symmetrization	0	0	0	8	0	0	0	17
Calibration of transparency risks: a note	0	0	0	14	1	1	1	63
Default Contagion with Domino Effect, A First Passage Time Approach	0	0	0	5	0	0	2	36
Generalizations of Ho-Lee's binomial interest rate model I: from one- to multi-factor	0	0	0	61	0	1	1	265
Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes	0	0	0	30	0	0	2	92
On a Symmetrization of Diffusion Processes	0	0	1	14	0	1	2	62
Probability density of lognormal fractional SABR model	0	0	1	27	0	0	2	73
Symmetric positive semi-definite Fourier estimator of instantaneous variance-covariance matrix	0	0	1	30	0	0	5	16
The Fourier estimation method with positive semi-definite estimators	0	0	0	52	0	0	1	44
The Thermodynamic Approach to Whole-Life Insurance: A Method for Evaluation of Surrender Risk	0	0	1	3	0	0	2	23
The Value of Timing Risk	0	0	1	37	0	0	4	80
What is the natural scale for a L\'evy process in modelling term structure of interest rates?	0	0	0	13	0	0	0	81
Total Working Papers	0	0	5	411	1	4	23	1,114

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	1	2	2	0	2	3	4
A discrete Itô calculus approach to He’s framework for multi-factor discrete markets	0	0	0	67	0	0	0	212
An application of risk theory to mortgage lending	0	0	1	1	0	0	1	1
An efficient weak Euler–Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables	0	0	0	0	0	1	1	3
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	1	1	137	0	1	1	420
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	1	1	1	3	3
LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION	0	0	0	71	0	0	0	165
Limit Theorems for Iterates of the Szász–Mirakyan Operator in Probabilistic View	0	0	0	0	0	1	2	2
On a symmetrization of diffusion processes	0	0	1	5	1	1	3	29
On the Pricing of Options Written on the Last Exit Time	0	0	0	0	0	0	0	3
On the Quasi Gaussian Interest Rate Models	0	1	4	115	0	2	6	329
On the convergence order of a binary tree approximation of symmetrized diffusion processes	0	1	5	5	0	1	5	5
Probability Density of Lognormal Fractional SABR Model	0	0	0	1	0	1	3	6
What is the Natural Scale for a Lévy Process in Modelling Term Structure of Interest Rates?	0	0	0	81	0	0	2	196
p-conformal maps on the triangular lattice	0	0	0	2	0	0	0	10
Total Journal Articles	0	4	15	494	2	11	30	1,414

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	1	2	5	0	1	2	28
HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES	0	0	1	1	0	0	1	5
Total Chapters	0	1	3	6	0	1	3	33

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Statistics updated 2024-09-04