Details about Jiro Akahori

Access statistics for papers by Jiro Akahori.

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

Short-id: pak46

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
2. LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION
   Mathematical Finance, 2006, 16, (4), 635-645
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

2005

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

1999

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