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1دورية أكاديمية
المؤلفون: Jiro Akahori, Xiaoming Song, Tai-Ho Wang
المصدر: Risks, Vol 10, Iss 8, p 156 (2022)
مصطلحات موضوعية: asymptotic expansion, lognormal fractional SABR model, mixed fractional Brownian motion, Malliavin calculus, bridge representation, Insurance, HG8011-9999
وصف الملف: electronic resource
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2
المؤلفون: Jirô Akahori, Jie Yen Fan, Yuri Imamura
المصدر: Mathematics and Computers in Simulation. 211:263-277
مصطلحات موضوعية: Numerical Analysis, General Computer Science, Applied Mathematics, Modeling and Simulation, Theoretical Computer Science
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3دورية أكاديمية
المؤلفون: Jirô Akahori, Ryuya Namba, Shunsuke Semba
المصدر: Springer, Journal of Theoretical Probability. 36(2):1321-1338
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4
المؤلفون: Corina Constantinescu, Jirô Akahori, H. H. Pham, Yuri Imamura
المصدر: Scandinavian Actuarial Journal. 2022:447-469
مصطلحات موضوعية: Statistics and Probability, Economics and Econometrics, Actuarial science, Loan, Event (relativity), Cash flow, Statistics, Probability and Uncertainty, Risk theory, Mathematics
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5
المؤلفون: Jirô Akahori, Ryuya Namba, Shunsuke Semba
مصطلحات موضوعية: Statistics and Probability, Mathematics - Functional Analysis, General Mathematics, Statistics, Probability and Uncertainty, Mathematics - Probability, Primary 60J10, 60J60, Secondary 41A25, 41A36, 47D03
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a9aa0c2f90771c0e107e925066da0337
http://arxiv.org/abs/2207.06756 -
6
المؤلفون: Jirô Akahori, Kota Suzuki, Kensuke Nagata
المصدر: JSIAM Letters. 13:5-8
مصطلحات موضوعية: DICE model, Economy model, Economics, Applied mathematics, Hamiltonian system
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::8a338c4e873a8828881b7f61b303d3ff
https://doi.org/10.14495/jsiaml.13.5 -
7
المؤلفون: Kei Miyagi, Corina Constantinescu, Jirô Akahori
المصدر: JSIAM Letters. 12:25-28
مصطلحات موضوعية: Itō calculus, Calculus, Economics, Risk theory
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::4f4ad6b3170c5f5bc0e323b4a27c4ca6
https://doi.org/10.14495/jsiaml.12.25 -
8
المؤلفون: Yu Chiba, Jirô Akahori
المصدر: JSIAM Letters. 12:57-60
مصطلحات موضوعية: Randomization, Binomial (polynomial), Short-rate model, Econometrics, Yield curve, Mathematics
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::910da405cedd175ed3f57e840e4c1d71
https://doi.org/10.14495/jsiaml.12.57 -
9
المؤلفون: Jirô Akahori, Yasufumi Nitta, Tomo Matsusita
المصدر: Journal of Stochastic Analysis. 2
مصطلحات موضوعية: Calculus, Malliavin calculus, Mathematics
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::ceefe8c900844d36af31bb3c6b14bb8c
https://doi.org/10.31390/josa.2.3.14 -
10
المؤلفون: Yuuki Ida, Jirô Akahori, Greg Markowsky
المصدر: Statistics & Probability Letters. 151:42-48
مصطلحات موضوعية: Statistics and Probability, Pure mathematics, 010102 general mathematics, Conformal map, Random walk, 01 natural sciences, 010104 statistics & probability, Lattice (order), Hexagonal lattice, 0101 mathematics, Statistics, Probability and Uncertainty, Linear combination, Martingale (probability theory), Time variable, Martingale theory, Mathematics