Toshikazu Kimura

发表

A Pincer Randomization Method for Valuing American Options (Mathematical Theory and Applications of Uncertainty Sciences and Decision Making)

Toshikazu Kimura, Takeyoshi Suzuki, 2005 .

Transient and asymptotic behavior of synchronization processes in assembly-like queues

Toshikazu Kimura, David R. Alexander, I. M. Premachandra, 2010, Ann. Oper. Res..

Duality between the Erlang loss system and a finite source queue

Toshikazu Kimura, Toshikazu Kimura, 1993, Oper. Res. Lett..

Valuing finite-lived Russian options

Toshikazu Kimura, Toshikazu Kimura, 2008, Eur. J. Oper. Res..

Asymptotic Analysis on the Early Exercise Boundary of American Options (Financial Modeling and Analysis)

Toshikazu Kimura, 2014 .

A Diffusion Approximation for an M/G/m Queue with Group Arrivals

Toshikazu Kimura, Tadashi Ohsone, 1984 .

Alternative Randomization for Valuing American Options (Mathematical Programming Concerning Decision Makings and Uncertainties)

Toshikazu Kimura, 2004 .

American Fractional Lookback Options: Valuation and Premium Decomposition

Toshikazu Kimura, Toshikazu Kimura, 2011, SIAM J. Appl. Math..

Approximations for the delay probability in the M/G/s queue

Toshikazu Kimura, Toshikazu Kimura, 1995 .

Approximations for multi-server queues: System interpolations

Toshikazu Kimura, Toshikazu Kimura, 1994, Queueing Syst. Theory Appl..

Diffusion approximation for a tandem queue with blocking

Toshikazu Kimura, Toshikazu Kimura, 1985 .

Diffusion Approximations for Queues with Markovian Bases

Toshikazu Kimura, Toshikazu Kimura, 2002, Ann. Oper. Res..

Monte Carlo analysis of convertible bonds with reset clauses

Toshikazu Kimura, Toshio Shinohara, 2006, Eur. J. Oper. Res..

A Bibliography of Research on Heavy Traffic Limit Theorems for Queues

Toshikazu Kimura, Toshikazu Kimura, 1993 .

Refining Cosmetatos' Approximation for the Mean Waiting Time in the M/D/s Queue

Toshikazu Kimura, 1991 .

Heuristic approximations for the mean waiting time in the GI/G/s queue☆

Toshikazu Kimura, 1985 .

Alternative Randomization for Valuing American Options

Toshikazu Kimura, Toshikazu Kimura, 2010, Asia Pac. J. Oper. Res..

Optimal control of an M/G/1 queuing system with removable server via diffusion approximation

Toshikazu Kimura, Toshikazu Kimura, 1981 .

Diffusion Models for Computer/Communication Systems

Toshikazu Kimura, Toshikazu Kimura, 2004 .

Diffusion Approximation for an M/G/m Queue

Toshikazu Kimura, Toshikazu Kimura, 1983, Oper. Res..

Approximating the Mean Waiting Time in the GI/G/s Queue

Toshikazu Kimura, Toshikazu Kimura, 1991 .

Stacked FET structure for multi-band mobile terminal power amplifier module

J. C. Clifton, Toshikazu Kimura, John C. Clifton, 2013, 2013 IEEE MTT-S International Microwave Symposium Digest (MTT).

Valuing executive stock options: A quadratic approximation

Toshikazu Kimura, Toshikazu Kimura, 2010, Eur. J. Oper. Res..

Refining Diffusion Models for State-Dependent Queues

Toshikazu Kimura, Toshikazu Kimura, 2002 .

Approximating the Early Exercise Boundary for American-style Options (Financial Modeling and Analysis)

Toshikazu Kimura, 2012 .

A Transform-Free Approximation for the Finite Capacity M/G/s Queue

Toshikazu Kimura, Toshikazu Kimura, 1996, Oper. Res..

AnM/M/s-consistent diffusion model for theGI/G/s queue

Toshikazu Kimura, 1995, Queueing Syst. Theory Appl..

American Continuous-Installment Options: Valuation and Premium Decomposition

Toshikazu Kimura, 2009, SIAM J. Appl. Math..

The M/G/s Queue

Toshikazu Kimura, Toshikazu Kimura, 2011 .

Valuing continuous-installment options

Toshikazu Kimura, Toshikazu Kimura, 2010, Eur. J. Oper. Res..

A consistent diffusion approximation for finite-capacity multiserver queues

Toshikazu Kimura, Toshikazu Kimura, 2003 .

A two-moment approximation for the mean waiting time in the GI/G/s queue

Toshikazu Kimura, 1985 .

INTERPOLATION APPROXIMATIONS FOR THE MEAN WAITING TIME IN A MULTI-SERVER QUEUE

Toshikazu Kimura, 1992 .

DIFFUSION APPROXIMATION FOR GI/G/1 QUEUING SYSTEMS WITH FINITE CAPACITY : I-THE FIRST OVERFLOW TIME

Katsuhisa Ohno, Hisashi Mine, Toshikazu Kimura, 1979 .

A unifying diffusion model for state-dependent queues

Toshikazu Kimura, Toshikazu Kimura, 1987 .

Duality between the M/G/s/s and GI/M/1/s/s queues

Toshikazu Kimura, Toshikazu Kimura, 1992 .

Equivalence relations in the approximations for the M/G /s/s + r queue

Toshikazu Kimura, 2000 .