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A remark on static hedging of options written on the last exit time

Imamura, Yuri - In: Review of derivatives research 14 (2011) 3, pp. 333-347

Persistent link: https://www.econbiz.de/10009349985

A discrete Itô calculus approach to Heś framework for multi-factor discrete markets

Akahori, Jirô - In: Asia-Pacific financial markets 12 (2005) 3, pp. 273-287

Persistent link: https://www.econbiz.de/10003407439

On the quasi Gaussian interest rate models

Akahori, Jirô - In: Asia-Pacific financial markets 6 (1999) 1, pp. 3-6

Persistent link: https://www.econbiz.de/10001506388

Semi-static hedging based on a generalized reflection principle on a multi dimensional Brownian motion

Imamura, Yuri; Takagi, Katsuya - In: Asia-Pacific financial markets 20 (2013) 1, pp. 71-81

Persistent link: https://www.econbiz.de/10009718880

An application of risk theory to mortgage lending

Akahori, Jiro; Constantinescu, Corina; Imamura, Yuri; … - In: Scandinavian actuarial journal 2022 (2022) 5, pp. 447-469

Persistent link: https://www.econbiz.de/10013370706

What is the natural scale for a Lévy process in modelling term structure of interest rates?

Akahori, Jirô; Tsuchiya, Takahiro - In: Asia-Pacific financial markets 13 (2006) 4, pp. 299-313

Persistent link: https://www.econbiz.de/10003609509

Generalizations of Ho-Lee's binomial interest rate model I : from one- to multi-factor

Akahori, Jirô; Aoki, Hiroki; Nagata, Yoshihiko - In: Asia-Pacific financial markets 13 (2006) 2, pp. 151-179

Persistent link: https://www.econbiz.de/10003496782

Lifting quadratic term structure models to infinite dimension

Akahori, Jirô; Hara, Keisuke - In: Mathematical finance : an international journal of … 16 (2006) 4, pp. 635-645

Persistent link: https://www.econbiz.de/10003394182

Heat kernel interest rate models with time-inhomogeneous Markov processes

Akahori, Jirô; Macrina, Andrea - In: International journal of theoretical and applied finance 15 (2012) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10009562139

Preface to : Stochastic Processes and Applications to Mathematical Finance - Proceedings of the 6th Ritsumeikan International Symposium

Akahori, Jirô - 2010

This volume contains the contributions to a conference that is among the most important meetings in financial mathematics. Serving as a bridge between probabilists in Japan (called the Ito School and known for its highly sophisticated mathematics) and mathematical finance and financial...

Persistent link: https://www.econbiz.de/10013150871