Jir\^o Akahori

Identifiers

• name variant Jir\^o Akahori 0.60 · backfill

Papers (9)

1. The Fourier estimation method with positive semi-definite estimators q-fin.ST · 2014 · author #1
2. A Discrete-Time Clark-Ocone Formula and its Application to an Error Analysis math.PR · 2013 · author #1
3. Calibration of transparency risks: a note q-fin.RM · 2008 · author #1
4. What is the natural scale for a L\'evy process in modelling term structure of interest rates? math.PR · 2006 · author #1
5. A Discrete It\^o Calculus Approach to He's Framework for Multi-Factor Discrete Markets math.PR · 2006 · author #1
6. Generalizations of Ho-Lee's binomial interest rate model I: from one- to multi-factor math.PR · 2006 · author #1
7. Local Time in Parisian Walkways math.PR · 2006 · author #1
8. Discrete It\^o Formulas and Their Applications to Stochastic Numerics math.PR · 2006 · author #1
9. Stochastic equation on compact groups in discrete negative time math.PR · 2006 · author #1

Mentions

• 1410.0112 #1 · backfill · confidence 0.70 Jir\^o Akahori
• 1307.0673 #1 · backfill · confidence 0.70 Jir\^o Akahori
• 0804.1642 #1 · backfill · confidence 0.70 Jir\^o Akahori

Frequent Coauthors

• Chihiro Uenishi 1 shared papers
• Hiroki Aoki 1 shared papers
• Kaori Okuma 1 shared papers
• Kouji Yano 1 shared papers
• Maria Elvira Mancino 1 shared papers
• Nien-Lin Liu 1 shared papers
• Takafumi Amaba 1 shared papers
• Takahiro Tsuchiya 1 shared papers
• Yoshihiko Nagata 1 shared papers
• Yuichi Morimura 1 shared papers
• Yukie Yasuda 1 shared papers
• Yuuki Kanishi 1 shared papers