Details about Jiro Akahori
Access statistics for papers by Jiro Akahori.
Last updated 2012-07-13. Update your information in the RePEc Author Service.
Short-id: pak46
Jump to Journal Articles
Working Papers
2012
- On a Symmetrization of Diffusion Processes
Papers, arXiv.org View citations (1)
2010
- Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes
Papers, arXiv.org View citations (4)
See also Journal Article in International Journal of Theoretical and Applied Finance (IJTAF) (2012)
2009
- A Heat Kernel Approach to Interest Rate Models
Papers, arXiv.org View citations (5)
- Calibration of transparency risks: a note
Papers, arXiv.org
2006
- Generalizations of Ho-Lee's binomial interest rate model I: from one- to multi-factor
Papers, arXiv.org 
See also Journal Article in Asia-Pacific Financial Markets (2006)
- What is the natural scale for a L\'evy process in modelling term structure of interest rates?
Papers, arXiv.org View citations (1)
See also Journal Article in Asia-Pacific Financial Markets (2006)
Journal Articles
2012
- HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES
International Journal of Theoretical and Applied Finance (IJTAF), 2012, 15, (01), 1250007-1-1250007-15 
See also Working Paper (2010)
2006
- Generalizations of Ho–Lee’s binomial interest rate model I: from one- to multi-factor
Asia-Pacific Financial Markets, 2006, 13, (2), 151-179 
See also Working Paper (2006)
- LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION
Mathematical Finance, 2006, 16, (4), 635-645 View citations (1)
- What is the Natural Scale for a Lévy Process in Modelling Term Structure of Interest Rates?
Asia-Pacific Financial Markets, 2006, 13, (4), 299-313 
See also Working Paper (2006)
2005
- A discrete Itô calculus approach to He’s framework for multi-factor discrete markets
Asia-Pacific Financial Markets, 2005, 12, (3), 273-287 View citations (1)
1999
- On the Quasi Gaussian Interest Rate Models
Asia-Pacific Financial Markets, 1999, 6, (1), 3-6
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