4. Mathematics
  5. Probability

Jirô Akahori

Mathematics – Probability

Scientist

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A Discrete Itô Calculus Approach to He's Framework for Multi-Factor Discrete Markets

Mathematics – Probability
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A Heat Kernel Approach to Interest Rate Models

Economy – Quantitative Finance – Pricing of Securities
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An Algebraic Approach to the Cameron-Martin-Maruyama-Girsanov Formula

Mathematics – Probability
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Calibration of transparency risks: a note

Economy – Quantitative Finance – Risk Management
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Discrete Itô Formulas and Their Applications to Stochastic Numerics

Mathematics – Probability
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Profile ID: LFWR-SCP-P-90556

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