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Details about Jiro Akahori

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Homepage:http://www.ritsumei.ac.jp/~akahori/index-e.html
Workplace:Ritsumeikan Univeristy

Access statistics for papers by Jiro Akahori.

Last updated 2008-07-08. Update your information in the RePEc Author Service.

Short-id: pak46


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Journal Articles

2006

  1. Generalizations of Ho–Lee’s binomial interest rate model I: from one- to multi-factor
    Asia-Pacific Financial Markets, 2006, 13, (2), 151-179 Downloads
  2. LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION
    Mathematical Finance, 2006, 16, (4), 635-645 Downloads
  3. 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 Downloads

2005

  1. A discrete Itô calculus approach to He’s framework for multi-factor discrete markets
    Asia-Pacific Financial Markets, 2005, 12, (3), 273-287 Downloads

1999

  1. On the Quasi Gaussian Interest Rate Models
    Asia-Pacific Financial Markets, 1999, 6, (1), 3-6 Downloads
 
 
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