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Akahori, Jirô
69  results:
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1

The SIML method without microstructure noise:

Akahori, Jirô ; Namba, Ryuya ; Watanabe, Atsuhito
Japanese Journal of Statistics and Data Science.  , 2024
Link: https://doi.org/10.1007/..
 
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2

On the convergence order of a binary tree approximation of ..:

Akahori, Jirô ; Fan, Jie Yen ; Imamura, Yuri
Mathematics and Computers in Simulation.  211 (2023)  - p. 263-277 , 2023
Link: https://doi.org/10.1016/..
 
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3

Higher-order deep solver of non-linear PDEs implied by a no..:

Akahori, Jiro ; Furuichi, Yui ; Okuma, Kaori
JSIAM Letters.  14 (2022)  0 - p. 9-12 , 2022
Link: https://doi.org/10.14495..
 
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4

Probability Density of Lognormal Fractional SABR Model:

Akahori, Jiro ; Song, Xiaoming ; Wang, Tai-Ho
Risks.  10 (2022)  8 - p. 156 , 2022
Link: https://doi.org/10.3390/..
 
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5

Limit Theorems for Iterates of the Szász–Mirakyan Operator ..:

Akahori, Jirô ; Namba, Ryuya ; Semba, Shunsuke
Journal of Theoretical Probability.  36 (2022)  2 - p. 1321-1338 , 2022
Link: https://doi.org/10.1007/..
 
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6

Completely solvable stochastic Hamiltonian system describin..:

Akahori, Jirô ; Nagata, Kensuke ; Suzuki, Kota
JSIAM Letters.  13 (2021)  0 - p. 5-8 , 2021
Link: https://doi.org/10.14495..
 
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7

An efficient weak Euler–Maruyama type approximation scheme ..:

Akahori, Jirô ; Kinuya, Masahiro ; Sawai, Takashi.
Mathematics and Computers in Simulation.  187 (2021)  - p. 540-565 , 2021
Link: https://doi.org/10.1016/..
 
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8

Generalizations of Ho-Lee's binomial interest rate model II..:

Akahori, Jirô ; Chiba, Yu
JSIAM Letters.  12 (2020)  0 - p. 57-60 , 2020
Link: https://doi.org/10.14495..
 
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9

Itô calculus for Cramér-Lundberg model:

Akahori, Jirô ; Constantinescu, Corina ; Miyagi, Kei
JSIAM Letters.  12 (2020)  0 - p. 25-28 , 2020
Link: https://doi.org/10.14495..
 
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10

p-conformal maps on the triangular lattice:

Akahori, Jirô ; Ida, Yuuki ; Markowsky, Greg
Statistics & Probability Letters.  151 (2019)  - p. 42-48 , 2019
Link: https://doi.org/10.1016/..
 
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11

Bridge representation and modal-path approximation:

Akahori, Jiro ; Song, Xiaoming ; Wang, Tai-Ho
Stochastic Processes and their Applications.  129 (2019)  1 - p. 174-204 , 2019
Link: https://doi.org/10.1016/..
 
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12

A Discrete-Time Clark–Ocone Formula and its Application to ..:

Akahori, Jirô ; Amaba, Takafumi ; Okuma, Kaori
Journal of Theoretical Probability.  30 (2016)  3 - p. 932-960 , 2016
Link: https://doi.org/10.1007/..
 
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13

A heat kernel approach to interest rate models:

Akahori, Jirô ; Hishida, Yuji ; Teichmann, Josef.
Japan Journal of Industrial and Applied Mathematics.  31 (2014)  2 - p. 419-439 , 2014
Link: https://doi.org/10.1007/..
 
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14

Some results on Parisian walks:

Akahori, Jirô ; Ida, Yuuki
JSIAM Letters.  6 (2014)  0 - p. 77-80 , 2014
Link: https://doi.org/10.14495..
 
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15

Affine term structure as multi-soliton:

Aihara, Hidemi ; Akahori, Jirô ; Grenier, Edouard
JSIAM Letters.  6 (2014)  0 - p. 17-20 , 2014
Link: https://doi.org/10.14495..
 
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