Masaaki Kijima

13 papers Journal 13
YearRankTypeTitle / Venue / Authors
2009 J jnl
A latent process model for the pricing of corporate securities.
Math. Methods Oper. Res.
Masaaki Kijima, Teruyoshi Suzuki, Keiichi Tanaka
2000 J jnl
Competitive Price Equilibrium with Consumer Reservation Utility.
Comput. Math. Organ. Theory
Masaaki Kijima, Kei-Ichiro Nakagawa, Takashi Namatame
1999 J jnl
A (
Oper. Res. Lett.
Masaaki Kijima, Tetsu Takimoto
1999 J jnl
Learning to Design Synergetic Computers with an Extended Symmetric Diffusion Network.
Neural Comput.
Koji Okuhara, Shunji Osaki, Masaaki Kijima
1999 J jnl
Stochastic orders and their applications in financial optimization.
Math. Methods Oper. Res.
Masaaki Kijima, Masamitsu Ohnishi
1993 J jnl
Approximate valuation of average options.
Ann. Oper. Res.
Hideki Iwaki, Masaaki Kijima, Toshihiro Yoshida
1993 J jnl
Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities.
Ann. Oper. Res.
Masaaki Kijima, Masamitsu Ohnishi
1993 J jnl
Numerical Calculation of Ruin Probabilities for Skip-Free Markov Chains.
SIAM Rev.
Masaaki Kijima
1993 J jnl
Quasi-Stationary Distributions of Single-Server Phase-Type Queues.
Math. Oper. Res.
Masaaki Kijima
1992 J jnl
Computation of the quasi-stationary distributions in
Queueing Syst. Theory Appl.
Masaaki Kijima, Naoki Makimoto
1992 J jnl
Single Machine Scheduling Problem When the Machine Capacity Varies Stochastically.
Oper. Res.
Tetsuji Hirayama, Masaaki Kijima
1991 J jnl
Decompositions of the
Queueing Syst. Theory Appl.
Joseph Abate, Masaaki Kijima, Ward Whitt
1990 J jnl
Stochastic Minimization of the Makespan in Flow Shops with Identical Machines and Buffers of Arbitrary Size.
Oper. Res.
Masaaki Kijima, Naoki Makimoto, Hiroshi Shirakawa