IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to follow this author

Jiro Akahori

This is information that was supplied by Jiro Akahori in registering through RePEc. If you are Jiro Akahori , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Jiro
Middle Name:
Last Name:Akahori
RePEc Short-ID:pak46
in new window
  1. Jiro Akahori & Yuri Imamura, 2012. "On a Symmetrization of Diffusion Processes," Papers 1206.5983,
  2. Jiro Akahori & Andrea Macrina, 2010. "Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes," Papers 1012.1878,
  3. Jiro Akahori & Yuji Hishida & Josef Teichmann & Takahiro Tsuchiya, 2009. "A Heat Kernel Approach to Interest Rate Models," Papers 0910.5033,
  4. Jir\^o Akahori & Yuuki Kanishi & Yuichi Morimura, 2008. "Calibration of transparency risks: a note," Papers 0804.1642,, revised Oct 2009.
  5. Jir\^o Akahori & Hiroki Aoki & Yoshihiko Nagata, 2006. "Generalizations of Ho-Lee's binomial interest rate model I: from one- to multi-factor," Papers math/0606183,
  6. Jir\^o Akahori & Takahiro Tsuchiya, 2006. "What is the natural scale for a L\'evy process in modelling term structure of interest rates?," Papers math/0612341,
  1. Jirô Akahori & Andrea Macrina, 2012. "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 15(01), pages 1250007-1-1.
  2. Jirô Akahori & Takahiro Tsuchiya, 2006. "What is the Natural Scale for a Lévy Process in Modelling Term Structure of Interest Rates?," Asia-Pacific Financial Markets, Springer, vol. 13(4), pages 299-313, December.
  3. Jirô Akahori & Hiroki Aoki & Yoshihiko Nagata, 2006. "Generalizations of Ho–Lee’s binomial interest rate model I: from one- to multi-factor," Asia-Pacific Financial Markets, Springer, vol. 13(2), pages 151-179, June.
  4. Jirô Akahori & Keisuke Hara, 2006. "Lifting Quadratic Term Structure Models To Infinite Dimension," Mathematical Finance, Wiley Blackwell, vol. 16(4), pages 635-645.
  5. Jirô Akahori, 2005. "A discrete Itô calculus approach to He’s framework for multi-factor discrete markets," Asia-Pacific Financial Markets, Springer, vol. 12(3), pages 273-287, September.
  6. Jirô Akahori, 1999. "On the Quasi Gaussian Interest Rate Models," Asia-Pacific Financial Markets, Springer, vol. 6(1), pages 3-6, January.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. No paper was announced in a field specific NEP report

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Jiro Akahori should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.