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	0	0	262
Asymptotic Static Hedge via Symmetrization	0	0	0	8	0	0	3	20
Calibration of transparency risks: a note	0	0	0	14	0	1	2	64
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	1	62	0	0	3	268
Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes	0	0	0	30	0	0	1	93
On a Symmetrization of Diffusion Processes	0	0	0	14	0	0	2	64
Probability density of lognormal fractional SABR model	0	0	0	27	1	1	2	75
Symmetric positive semi-definite Fourier estimator of instantaneous variance-covariance matrix	0	0	1	31	1	2	7	23
The Fourier estimation method with positive semi-definite estimators	0	0	0	52	0	0	1	45
The Thermodynamic Approach to Whole-Life Insurance: A Method for Evaluation of Surrender Risk	0	0	2	5	0	1	5	28
The Value of Timing Risk	0	0	0	37	0	0	2	82
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	0	0	4	415	2	5	30	1,143

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	0	2	0	1	5	9
A discrete Itô calculus approach to He’s framework for multi-factor discrete markets	0	0	0	67	0	0	3	215
An application of risk theory to mortgage lending	0	0	0	1	0	0	1	2
An efficient weak Euler–Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables	0	0	0	0	0	0	2	5
Bridge representation and modal-path approximation	0	0	0	2	1	1	1	7
Generalizations of Ho–Lee’s binomial interest rate model I: from one- to multi-factor	0	0	0	137	0	0	3	423
HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES	0	0	0	4	1	1	1	21
Hedging error as generalized timing risk	0	0	1	2	0	0	4	6
LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION	0	0	0	71	0	1	2	167
Limit Theorems for Iterates of the Szász–Mirakyan Operator in Probabilistic View	0	0	0	0	0	0	1	3
On a symmetrization of diffusion processes	0	0	0	5	0	0	2	30
On the Pricing of Options Written on the Last Exit Time	0	0	0	0	0	0	1	4
On the Quasi Gaussian Interest Rate Models	0	1	3	118	0	2	8	337
On the convergence order of a binary tree approximation of symmetrized diffusion processes	0	1	1	6	1	3	4	9
Probability Density of Lognormal Fractional SABR Model	0	0	1	2	1	1	2	8
What is the Natural Scale for a Lévy Process in Modelling Term Structure of Interest Rates?	0	0	0	81	0	0	0	196
p-conformal maps on the triangular lattice	0	0	0	2	0	0	0	10
Total Journal Articles	0	2	6	500	4	10	40	1,452

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

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Statistics updated 2025-08-05