4
H index
0
i10 index
45
Citations
Jiro Akahori : Citation Profile
| RESEARCH PRODUCTION: 17 Articles 13 Papers 2 Chapters EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (1999 - 2023). 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:
| Cites to:
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Main data
Where Jiro Akahori has published?
| Journals with more than one article published | # docs |
|---|---|
| Asia-Pacific Financial Markets | 4 |
| Mathematics and Computers in Simulation (MATCOM) | 2 |
| Journal of Theoretical Probability | 2 |
| Quantitative Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 13 |
Recent works citing Jiro Akahori (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Short-maturity asymptotics for option prices with interest rates effects. (2024). Zhu, Lingjiong ; Pirjol, Dan. In: Papers. RePEc:arx:papers:2402.14161. Full description at Econpapers || Download paper |
| 2024 | Hedge 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 |
| 2025 | Integrating 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 | |
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| Asia-Pacific Financial Markets |
Jiro Akahori has edited the books:
| Year | Title | Type | Cited |
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Works by Jiro Akahori:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | Calibration of transparency risks: a note In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | A Heat Kernel Approach to Interest Rate Models In: Papers. [Full Text][Citation analysis] | paper | 8 |
| 2010 | Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes In: Papers. [Full Text][Citation analysis] | paper | 8 |
| 2012 | HEAT 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 | |
| 2022 | HEAT 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 | |
| 2012 | HEAT 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 | |
| 2012 | On a Symmetrization of Diffusion Processes In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2014 | On a symmetrization of diffusion processes.(2014) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2014 | The Fourier estimation method with positive semi-definite estimators In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | The Value of Timing Risk In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Probability density of lognormal fractional SABR model In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2022 | Probability Density of Lognormal Fractional SABR Model.(2022) In: Risks. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2017 | Default Contagion with Domino Effect , A First Passage Time Approach In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Asymptotic Static Hedge via Symmetrization In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | The Thermodynamic Approach to Whole-Life Insurance: A Method for Evaluation of Surrender Risk In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Symmetric positive semi-definite Fourier estimator of instantaneous variance-covariance matrix In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Generalizations of Ho-Lees binomial interest rate model I: from one- to multi-factor In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2006 | Generalizations 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 | |
| 2006 | What is the natural scale for a L\evy process in modelling term structure of interest rates? In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2006 | What 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 | |
| 2006 | LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION In: Mathematical Finance. [Full Text][Citation analysis] | article | 0 |
| 2021 | An 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] | article | 1 |
| 2023 | On the convergence order of a binary tree approximation of symmetrized diffusion processes In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 2019 | Bridge representation and modal-path approximation In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 1 |
| 2019 | p-conformal maps on the triangular lattice In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2005 | A discrete Itô calculus approach to He’s framework for multi-factor discrete markets In: Asia-Pacific Financial Markets. [Full Text][Citation analysis] | article | 1 |
| 1999 | On the Quasi Gaussian Interest Rate Models In: Asia-Pacific Financial Markets. [Full Text][Citation analysis] | article | 0 |
| 2017 | A Discrete-Time Clark–Ocone Formula and its Application to an Error Analysis In: Journal of Theoretical Probability. [Full Text][Citation analysis] | article | 1 |
| 2023 | Limit Theorems for Iterates of the Szász–Mirakyan Operator in Probabilistic View In: Journal of Theoretical Probability. [Full Text][Citation analysis] | article | 0 |
| 2009 | On the Pricing of Options Written on the Last Exit Time In: Methodology and Computing in Applied Probability. [Full Text][Citation analysis] | article | 1 |
| 2023 | Hedging error as generalized timing risk In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
| 2022 | An application of risk theory to mortgage lending In: Scandinavian Actuarial Journal. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team