Jirô Akahori

Available identifiers

zbMath Open akahori.jiroMaRDI QIDQ403852

List of research outcomes

Publication	Date of Publication	Type
The SIML method without microstructure noise	2023-10-03	Paper
On the convergence order of a binary tree approximation of symmetrized diffusion processes	2023-06-29	Paper
Hedging error as generalized timing risk	2023-06-20	Paper
Limit theorems for iterates of the Szász-Mirakyan operator in probabilistic view	2023-06-05	Paper
Higher-order deep solver of non-linear PDEs implied by a non-linear discrete Clark-Ocone formula	2022-11-09	Paper
https://portal.mardi4nfdi.de/entity/Q5106540	2022-09-19	Paper
https://portal.mardi4nfdi.de/entity/Q5106607	2022-09-19	Paper
https://portal.mardi4nfdi.de/entity/Q5106610	2022-09-19	Paper
https://portal.mardi4nfdi.de/entity/Q5867786	2022-09-19	Paper
HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES	2022-04-29	Paper
An efficient weak Euler-Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables	2021-11-18	Paper
Completely solvable stochastic Hamiltonian system describing a continuous-time integrated climate-economy model	2021-03-30	Paper
Generalizations of Ho-Lee's binomial interest rate model II: randomization	2020-12-18	Paper
The Thermodynamic Approach to Whole-Life Insurance: A Method for Evaluation of Surrender Risk	2020-12-10	Paper
On distributional and asymptotic results for exponential functional of renewal -- reward processes describing risk models	2020-09-23	Paper
Itô calculus for Cramér-Lundberg model	2020-09-14	Paper
An efficient weak Euler-Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables	2020-01-15	Paper
\(p\)-conformal maps on the triangular lattice	2019-09-05	Paper
Phase transitions for edge-reinforced random walks on the half-line	2019-08-06	Paper
Affine term structure as multi-soliton	2019-03-18	Paper
Some results on Parisian walks	2019-03-18	Paper
Bridge representation and modal-path approximation	2018-12-28	Paper
Asymptotic Static Hedge via Symmetrization	2018-01-11	Paper
A discrete-time Clark-Ocone formula and its application to an error analysis	2017-10-23	Paper
Attraction properties for general urn processes and applications to a class of interacting reinforced particle systems	2016-02-17	Paper
On a symmetrization of diffusion processes	2015-04-08	Paper
A heat kernel approach to interest rate models	2014-08-29	Paper
Tau functions of KP solitons realized in Wiener space	2013-12-11	Paper
https://portal.mardi4nfdi.de/entity/Q2839635	2013-07-12	Paper
https://portal.mardi4nfdi.de/entity/Q2888712	2012-06-04	Paper
HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES	2012-04-24	Paper
On the pricing of options written on the last exit time	2009-12-02	Paper
https://portal.mardi4nfdi.de/entity/Q3633217	2009-06-18	Paper
On the quasi Gaussian interest rate models	2009-04-15	Paper
Calibration of transparency risks: a note	2008-04-10	Paper
Stochastic equations on compact groups in discrete negative time	2008-04-03	Paper
What is the natural scale for a Lévy process in modelling term structure of interest rates?	2007-11-27	Paper
Generalizations of Ho-Lee's binomial interest rate model. I: From one- to multi-factor	2007-08-27	Paper
LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION	2007-02-22	Paper
A discrete Itō calculus approach to He's framework for multi-factor discrete markets	2007-02-16	Paper
Local Time in Parisian Walkways	2006-04-18	Paper
Discrete It\^o Formulas and Their Applications to Stochastic Numerics	2006-03-14	Paper
https://portal.mardi4nfdi.de/entity/Q4408951	2003-06-29	Paper
https://portal.mardi4nfdi.de/entity/Q4254409	2000-02-20	Paper
Some formulae for a new type of path-dependent option	1996-04-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Jirô Akahori