AKAHORI Jiro

J-GLOBAL         Last updated: Dec 8, 2018 at 03:16
 
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Name
AKAHORI Jiro
Affiliation
Ritsumeikan University
Section
College of Science and Engineering, Department of Mathematical Sciences
Job title
Professor
Degree
Ph.D.(The University of Tokyo)
Other affiliation
Ritsumeikan UniversityRitsumeikan UniversityRitsumeikan UniversityRitsumeikan University

Research Areas

 
 

Education

 
 
 - 
1997
Department of Mathematical Sciences , "Graduate School, Division of Mathematical Sciences", The University of Tokyo
 

Published Papers

 
Jiro Akahori, Xiaoming Song, Tai-Ho Wang
Stochastic Processes and their Applications   in press   Mar 2018
Asymptotic Static Hedge via Symmetrization
J. Akahori, Barsotti, F., & Imamura, Y.
arXiv   arXiv:1801.04045 [q-fin.PR]   Jan 2018
Jirô Akahori, Takafumi Amaba, Kaori Okuma
Journal of Theoretical Probability   30(3) 932–960   Sep 2017
Default Contagion with Domino Effect , A First Passage Time Approach
Jiro Akahori, Hai Ha Pham
arXiv   1708.08411 [q-fin.MF]   Aug 2017
Probability density of lognormal fractional SABR model
Jiro Akahori, Xiaoming Song, Tai-Ho Wang
arXiv   arXiv:1702.08081 [q-fin.CP]   Feb 2017

Misc

 
Hidemi Aihara, Jiro Akahori, and Edouard Grenier
JSIAM letters   6 17--20   May 2014
On the Stochastic Hamiltonian Systems
Jiro Akahori
Sytems, Controls, and Information   53(5) 184-188   May 2009
Noises, Stochastic Flows, and E_0 semigroups
Jiro Akahori,, Masaki Izumi and Shinzo Watanabe
Suugaku   59(3) 243--263   Jul 2007

Books etc

 
Stochastic Processes and Applications to Mathematical Finance--Proceedings of 6th Ritsumeikan International Conference
Jiro Akahori, Shigeyoshi Ogawa and Shinzo Watanabe
World Scientific   Apr 2007   ISBN:978-981-270-413-9
STOCHASTIC PROCESSES AND APPLICATIONS TO MATHEMATICAL FINANCE Proceedings of the 5th Ritsumeikan International Symposium
Jiro Akahori, Shigeyoshi Ogawa & Shinzo Watanabe
World Scientific   Mar 2006   ISBN:978-981-256-519-8
STOCHASTIC PROCESSES AND APPLICATIONS TO MATHEMATICAL FINANCE Proceedings of the Ritsumeikan International Symposium
Jiro Akahori, Shigeyoshi Ogawa & Shinzo Watanabe
World Scientific   Jul 2004   ISBN:981-238-778-1
Probability with Martingales
原啓介,山田俊雄
培風館   Feb 2004   

Conference Activities & Talks

 
On the Law of Square Integral of Fractional Brownian Motion
Stochastic processes with applications in finance and related fields   14 Sep 2018   
Another View of the Riccatti equations arising in Affine Class in Finance
SECOND INTERDISCIPLINARY AND RESEARCH ALUMNI SYMPOSIUM   5 Sep 2018   
Diffusion Estimation with Fourier Method
International Conference on Mathematical Finance & Symposium on the Role of Mathematical Finance on FinTech Business   6 Aug 2018   
Introduction to Malliavin-Mancino Fourier estimation method
Sookmyung Math Finance Conference   3 Aug 2018   
Stochastic Volatility Models of Quadratic Volterra Gaussian Type
Workshop on Stochastic Analysis and Related Topics   5 Jul 2018   

Teaching Experience