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~type_genre:"Aufsatz in Zeitschrift"
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Aufsatz in Zeitschrift
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Akahori, Jirô
6
Imamura, Yuri
3
Akahori, Jiro
1
Aoki, Hiroki
1
Constantinescu, Corina
1
Hara, Keisuke
1
Macrina, Andrea
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Asia-Pacific financial markets
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Review of derivatives research
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Scandinavian actuarial journal
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ECONIS (ZBW)
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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
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2
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
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3
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
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4
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
Saved in:
5
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
Saved in:
6
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
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7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
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