Toshikazu Kimura

14 papers Journal 14
YearRankTypeTitle / Venue / Authors
2011 J jnl
American Fractional Lookback Options: Valuation and Premium Decomposition.
SIAM J. Appl. Math.
Toshikazu Kimura
2010 J jnl
Alternative Randomization for Valuing American Options.
Asia Pac. J. Oper. Res.
Toshikazu Kimura
2010 J jnl
Transient and asymptotic behavior of synchronization processes in assembly-like queues.
Ann. Oper. Res.
David Richard Alexander, I. M. Premachandra, Toshikazu Kimura
2010 J jnl
Valuing continuous-installment options.
Eur. J. Oper. Res.
Toshikazu Kimura
2010 J jnl
Valuing executive stock options: A quadratic approximation.
Eur. J. Oper. Res.
Toshikazu Kimura
2009 J jnl
American Continuous-Installment Options: Valuation and Premium Decomposition.
SIAM J. Appl. Math.
Toshikazu Kimura
2008 J jnl
Valuing finite-lived Russian options.
Eur. J. Oper. Res.
Toshikazu Kimura
2006 J jnl
Monte Carlo analysis of convertible bonds with reset clauses.
Eur. J. Oper. Res.
Toshikazu Kimura, Toshio Shinohara
2002 J jnl
Diffusion Approximations for Queues with Markovian Bases.
Ann. Oper. Res.
Toshikazu Kimura
1996 J jnl
A Transform-Free Approximation for the Finite Capacity
Oper. Res.
Toshikazu Kimura
1995 J jnl
An
Queueing Syst. Theory Appl.
Toshikazu Kimura
1994 J jnl
Approximations for multi-server queues: System interpolations.
Queueing Syst. Theory Appl.
Toshikazu Kimura
1993 J jnl
Duality between the Erlang loss system and a finite source queue.
Oper. Res. Lett.
Toshikazu Kimura
1983 J jnl
Diffusion Approximation for an
Oper. Res.
Toshikazu Kimura