Masaaki Kijima - researchr alias

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Viewing Publication 1 - 13 from 13

2009

A latent process model for the pricing of corporate securitiesMasaaki Kijima, Teruyoshi Suzuki, Keiichi Tanaka. mmor, 69(3):439-455, 2009. [doi]

2000

Competitive Price Equilibrium with Consumer Reservation UtilityMasaaki Kijima, Kei-Ichiro Nakagawa, Takashi Namatame. cmot, 6(1):7-27, 2000. [doi]

1999

A (::::T::::, ::::S::::) inventory/production system with limited production capacity and uncertain demandsMasaaki Kijima, Tetsu Takimoto. orl, 25(2):67-79, 1999. [doi]

Stochastic orders and their applications in financial optimizationMasaaki Kijima, Masamitsu Ohnishi. mmor, 50(2):351-372, 1999. [doi]

Learning to Design Synergetic Computers with an Extended Symmetric Diffusion NetworkKoji Okuhara, Shunji Osaki, Masaaki Kijima. neco, 11(6):1475-1491, 1999.

1993

Approximate valuation of average optionsHideki Iwaki, Masaaki Kijima, Toshihiro Yoshida. anor, 45(1):131-145, 1993. [doi]

Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunitiesMasaaki Kijima, Masamitsu Ohnishi. anor, 45(1):147-163, 1993. [doi]

Numerical Calculation of Ruin Probabilities for Skip-Free Markov ChainsMasaaki Kijima. siamrev, 35(4):621-624, 1993. [doi]

Quasi-Stationary Distributions of Single-Server Phase-Type QueuesMasaaki Kijima. mor, 18(2):423-437, 1993. [doi]

1992

Single Machine Scheduling Problem When the Machine Capacity Varies StochasticallyTetsuji Hirayama, Masaaki Kijima. ior, 40(2):376-383, 1992. [doi]

Computation of the quasi-stationary distributions in::::M(n)/GI::::/1/::::K:::: and::::GI/M(n)::::/1/::::K:::: queuesMasaaki Kijima, Naoki Makimoto. questa, 11(3):255-272, 1992. [doi]

1991

Decompositions of the::::M/M::::/1 transition functionJoseph Abate, Masaaki Kijima, Ward Whitt. questa, 9(3):323-336, 1991. [doi]

1990

Stochastic Minimization of the Makespan in Flow Shops with Identical Machines and Buffers of Arbitrary SizeMasaaki Kijima, Naoki Makimoto, Hiroshi Shirakawa. ior, 38(5):924-928, 1990. [doi]

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