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Akahori, Jiro
69
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Online (69)
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Articles (Online) (29)
OpenAccess-fulltext (37)
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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/..
?
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/..
?
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..
?
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/..
?
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/..
?
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..
?
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/..
?
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..
?
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..
?
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/..
?
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/..
?
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/..
?
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/..
?
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..
?
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..
1-15