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	263
Asymptotic Static Hedge via Symmetrization	0	0	0	8	1	3	6	23
Calibration of transparency risks: a note	0	0	0	14	0	0	2	65
Default Contagion with Domino Effect, A First Passage Time Approach	0	0	0	5	1	4	4	40
Generalizations of Ho-Lee's binomial interest rate model I: from one- to multi-factor	0	0	1	62	0	2	4	270
Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes	0	0	0	30	0	1	2	94
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	0	2	4	77
Symmetric positive semi-definite Fourier estimator of instantaneous variance-covariance matrix	0	0	0	31	1	1	6	25
The Fourier estimation method with positive semi-definite estimators	0	0	0	52	2	4	5	49
The Thermodynamic Approach to Whole-Life Insurance: A Method for Evaluation of Surrender Risk	0	0	1	5	1	3	7	32
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	1	1	1	84
Total Working Papers	0	0	2	415	7	22	46	1,168

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	1	1	1	3	2	2	6	11
A discrete Itô calculus approach to He’s framework for multi-factor discrete markets	0	0	0	67	1	2	5	218
An application of risk theory to mortgage lending	0	0	0	1	0	2	2	4
An efficient weak Euler–Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables	0	0	0	0	4	6	8	12
Bridge representation and modal-path approximation	0	0	0	2	1	1	2	8
Generalizations of Ho–Lee’s binomial interest rate model I: from one- to multi-factor	0	0	0	137	4	5	5	428
HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES	0	0	0	4	1	2	3	23
Hedging error as generalized timing risk	0	0	0	2	1	1	1	7
LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION	0	0	0	71	1	2	4	169
Limit Theorems for Iterates of the Szász–Mirakyan Operator in Probabilistic View	0	0	1	1	1	1	3	5
On a symmetrization of diffusion processes	0	0	0	5	1	1	2	31
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	0	1	118	0	1	5	338
On the convergence order of a binary tree approximation of symmetrized diffusion processes	0	0	1	6	1	3	8	13
Probability Density of Lognormal Fractional SABR Model	0	0	1	2	0	1	4	10
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	1	1	5	502	18	30	59	1,487

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	1	1	6
HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES	0	0	0	5	0	1	2	31
Total Chapters	0	0	0	6	0	2	3	37

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09