Jiro Akahori : Citation Profile

4

H index

0

i10 index

44

Citations

RESEARCH PRODUCTION:

17

Articles

13

Papers

2

Chapters

EDITOR:

3

Books edited

1

Series edited

RESEARCH ACTIVITY:

   24 years (1999 - 2023). See details.
   Cites by year: 1
   Journals where Jiro Akahori has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 8 (15.38 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pak46
   Updated: 2025-03-15    RAS profile: 2024-05-07    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jiro Akahori.

Is cited by:

Laurini, Márcio (2)

Fabozzi, Frank (1)

Cites to:

Jarrow, Robert (5)

Rogers, Leonard (4)

Zhou, Hao (3)

Loisel, Stéphane (3)

Singleton, Kenneth (2)

Duffie, Darrell (2)

Bollerslev, Tim (2)

Renault, Eric (2)

He, Hua (2)

Leland, Hayne (2)

Pelsser, Antoon (2)

Main data

Production by document typearticlepaperchapter199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202302.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published1999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023010203040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200720082009201020112012201320142015201620172018201920202021202220232024202502.557.5Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200420052006200720082009201020112012201320142015201620172018201920202021202220230510Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 4Most cited documents1234560510Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030246h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Jiro Akahori has published?

Journals with more than one article published# docs
Asia-Pacific Financial Markets4
Quantitative Finance2
Journal of Theoretical Probability2
Mathematics and Computers in Simulation (MATCOM)2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org13

Recent works citing Jiro Akahori (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Hedge Error Analysis In Black Scholes Option Pricing Model: An Asymptotic Approach Towards Finite Difference. (2024). Chakraborty, Tanujit ; Bandyopadhyay, Gautam ; Rakshit, Agni. In: Papers. RePEc:arx:papers:2405.02919.

Full description at Econpapers || Download paper

2025Integrating the implied regularity into implied volatility models: A study on free arbitrage model. (2025). di Sciorio, Fabrizio ; Angelini, Daniele. In: Papers. RePEc:arx:papers:2502.07518.

Full description at Econpapers || Download paper

Jiro Akahori is editor of

Journal  ↓  ↓
Asia-Pacific Financial Markets

Jiro Akahori has edited the books:

Year  ↓Title  ↓Type  ↓Cited  ↓

Works by Jiro Akahori:

Year  ↓Title  ↓Type  ↓Cited  ↓
2009Calibration of transparency risks: a note In: Papers.
[Full Text][Citation analysis]		paper0
2009A Heat Kernel Approach to Interest Rate Models In: Papers.
[Full Text][Citation analysis]		paper8
2010Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes In: Papers.
[Full Text][Citation analysis]		paper8
2012HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES.(2012) In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2022HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES.(2022) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		chapter
2012HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES.(2012) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		chapter
2012On a Symmetrization of Diffusion Processes In: Papers.
[Full Text][Citation analysis]		paper4
2014On a symmetrization of diffusion processes.(2014) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2014The Fourier estimation method with positive semi-definite estimators In: Papers.
[Full Text][Citation analysis]		paper0
2017The Value of Timing Risk In: Papers.
[Full Text][Citation analysis]		paper0
2019Probability density of lognormal fractional SABR model In: Papers.
[Full Text][Citation analysis]		paper4
2022Probability Density of Lognormal Fractional SABR Model.(2022) In: Risks.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2017Default Contagion with Domino Effect , A First Passage Time Approach In: Papers.
[Full Text][Citation analysis]		paper0
2018Asymptotic Static Hedge via Symmetrization In: Papers.
[Full Text][Citation analysis]		paper0
2020The Thermodynamic Approach to Whole-Life Insurance: A Method for Evaluation of Surrender Risk In: Papers.
[Full Text][Citation analysis]		paper0
2023Symmetric positive semi-definite Fourier estimator of instantaneous variance-covariance matrix In: Papers.
[Full Text][Citation analysis]		paper0
2006Generalizations of Ho-Lees binomial interest rate model I: from one- to multi-factor In: Papers.
[Full Text][Citation analysis]		paper3
2006Generalizations of Ho–Lee’s binomial interest rate model I: from one- to multi-factor.(2006) In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2006What is the natural scale for a L\evy process in modelling term structure of interest rates? In: Papers.
[Full Text][Citation analysis]		paper1
2006What is the Natural Scale for a Lévy Process in Modelling Term Structure of Interest Rates?.(2006) In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2006LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION In: Mathematical Finance.
[Full Text][Citation analysis]		article0
2021An efficient weak Euler–Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article1
2023On the convergence order of a binary tree approximation of symmetrized diffusion processes In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article0
2019Bridge representation and modal-path approximation In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]		article1
2019p-conformal maps on the triangular lattice In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article0
2005A discrete Itô calculus approach to He’s framework for multi-factor discrete markets In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]		article1
1999On the Quasi Gaussian Interest Rate Models In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article1
In: .
[Full Text][Citation analysis]		article0
2009On the Pricing of Options Written on the Last Exit Time In: Methodology and Computing in Applied Probability.
[Full Text][Citation analysis]		article1
2023Hedging error as generalized timing risk In: Quantitative Finance.
[Full Text][Citation analysis]		article1
In: .
[Full Text][Citation analysis]		article0

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