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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of International Financial Markets, Institutions and Money"
~isPartOf:"SFB 649 Discussion Papers"
~person:"Akahori, Jirô"
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Akahori, Jirô
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Asia-Pacific financial markets
Journal of International Financial Markets, Institutions and Money
SFB 649 Discussion Papers
Asia-Pacific Financial Markets
4
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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
Saved in:
2
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
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3
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
Saved in:
4
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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