Jiro Akahori
Names
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Jiro |
| last: |
Akahori |
Identifer
Contact
Affiliations
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Ritsumeikan Univeristy
- http://www.math.ritsumei.ac.jp/index-e.html
- location: Kusatsu, Shiga
Research profile
author of:
- Calibration of transparency risks: a note (RePEc:arx:papers:0804.1642)
by Jir^o Akahori & Yuuki Kanishi & Yuichi Morimura - A Heat Kernel Approach to Interest Rate Models (RePEc:arx:papers:0910.5033)
by Jiro Akahori & Yuji Hishida & Josef Teichmann & Takahiro Tsuchiya - Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes (RePEc:arx:papers:1012.1878)
by Jiro Akahori & Andrea Macrina - On a Symmetrization of Diffusion Processes (RePEc:arx:papers:1206.5983)
by Jiro Akahori & Yuri Imamura - The Fourier estimation method with positive semi-definite estimators (RePEc:arx:papers:1410.0112)
by Jir^o Akahori & Nien-Lin Liu & Maria Elvira Mancino & Yukie Yasuda - The Value of Timing Risk (RePEc:arx:papers:1701.05695)
by Jiro Akahori & Flavia Barsotti & Yuri Imamura - Probability density of lognormal fractional SABR model (RePEc:arx:papers:1702.08081)
by Jiro Akahori & Xiaoming Song & Tai-Ho Wang - Default Contagion with Domino Effect , A First Passage Time Approach (RePEc:arx:papers:1708.08411)
by Jiro Akahori & Hai Ha Pham - Asymptotic Static Hedge via Symmetrization (RePEc:arx:papers:1801.04045)
by Jiro Akahori & Flavia Barsotti & Yuri Imamura - The Thermodynamic Approach to Whole-Life Insurance: A Method for Evaluation of Surrender Risk (RePEc:arx:papers:2012.09606)
by Jir^o Akahori & Yuuki Ida & Maho Nishida & Shuji Tamada - Symmetric positive semi-definite Fourier estimator of instantaneous variance-covariance matrix (RePEc:arx:papers:2304.04372)
by Jir^o Akahori & Nien-Lin Liu & Maria Elvira Mancino & Tommaso Mariotti & Yukie Yasuda - Generalizations of Ho-Lee's binomial interest rate model I: from one- to multi-factor (RePEc:arx:papers:math/0606183)
by Jir^o Akahori & Hiroki Aoki & Yoshihiko Nagata - What is the natural scale for a L\'evy process in modelling term structure of interest rates? (RePEc:arx:papers:math/0612341)
by Jir^o Akahori & Takahiro Tsuchiya - Lifting Quadratic Term Structure Models To Infinite Dimension (RePEc:bla:mathfi:v:16:y:2006:i:4:p:635-645)
by Jirô Akahori & Keisuke Hara - An efficient weak Euler–Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables (RePEc:eee:matcom:v:187:y:2021:i:c:p:540-565)
by Akahori, Jirô & Kinuya, Masahiro & Sawai, Takashi & Yuasa, Tomooki - On the convergence order of a binary tree approximation of symmetrized diffusion processes (RePEc:eee:matcom:v:211:y:2023:i:c:p:263-277)
by Akahori, Jirô & Fan, Jie Yen & Imamura, Yuri - Bridge representation and modal-path approximation (RePEc:eee:spapps:v:129:y:2019:i:1:p:174-204)
by Akahori, Jiro & Song, Xiaoming & Wang, Tai-Ho - p-conformal maps on the triangular lattice (RePEc:eee:stapro:v:151:y:2019:i:c:p:42-48)
by Akahori, Jirô & Ida, Yuuki & Markowsky, Greg - Probability Density of Lognormal Fractional SABR Model (RePEc:gam:jrisks:v:10:y:2022:i:8:p:156-:d:878430)
by Jiro Akahori & Xiaoming Song & Tai-Ho Wang - Asia-Pacific Financial Markets (RePEc:kap:apfinm)
from Springer;Japanese Association of Financial Economics and Engineering as editor - A discrete Itô calculus approach to He’s framework for multi-factor discrete markets (RePEc:kap:apfinm:v:12:y:2005:i:3:p:273-287)
by Jirô Akahori - Generalizations of Ho–Lee’s binomial interest rate model I: from one- to multi-factor (RePEc:kap:apfinm:v:13:y:2006:i:2:p:151-179)
by Jirô Akahori & Hiroki Aoki & Yoshihiko Nagata - What is the Natural Scale for a Lévy Process in Modelling Term Structure of Interest Rates? (RePEc:kap:apfinm:v:13:y:2006:i:4:p:299-313)
by Jirô Akahori & Takahiro Tsuchiya - On the Quasi Gaussian Interest Rate Models (RePEc:kap:apfinm:v:6:y:1999:i:1:p:3-6)
by Jirô Akahori - A Discrete-Time Clark–Ocone Formula and its Application to an Error Analysis (RePEc:spr:jotpro:v:30:y:2017:i:3:d:10.1007_s10959-016-0666-8)
by Jirô Akahori & Takafumi Amaba & Kaori Okuma - Limit Theorems for Iterates of the Szász–Mirakyan Operator in Probabilistic View (RePEc:spr:jotpro:v:36:y:2023:i:2:d:10.1007_s10959-022-01199-5)
by Jirô Akahori & Ryuya Namba & Shunsuke Semba - On the Pricing of Options Written on the Last Exit Time (RePEc:spr:metcap:v:11:y:2009:i:4:d:10.1007_s11009-008-9086-2)
by Jirô Akahori & Yuri Imamura & Yuko Yano - On a symmetrization of diffusion processes (RePEc:taf:quantf:v:14:y:2014:i:7:p:1211-1216)
by Jirô Akahori & Yuri Imamura - Hedging error as generalized timing risk (RePEc:taf:quantf:v:23:y:2023:i:4:p:693-703)
by J. Akahori & F. Barsotti & Y. Imamura - An application of risk theory to mortgage lending (RePEc:taf:sactxx:v:2022:y:2022:i:5:p:447-469)
by J. Akahori & C. Constantinescu & Y. Imamura & H. H. Pham - Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes (RePEc:wsi:ijtafx:v:15:y:2012:i:01:n:s0219024911006553)
by Jirô Akahori & Andrea Macrina - Stochastic Processes and Applications to Mathematical Finance (RePEc:wsi:wsbook:5487)
by None - Stochastic Processes and Applications to Mathematical Finance (RePEc:wsi:wsbook:5956)
by None - Stochastic Processes and Applications to Mathematical Finance (RePEc:wsi:wsbook:6330)
by None - Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes (RePEc:wsi:wschap:9789811246494_0009)
by Jirô Akahori & Andrea Macrina - Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes (RePEc:wsi:wschap:9789814407892_0001)
by Jirô Akahori & Andrea Macrina