Toshikazu Kimura - researchr alias

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Viewing Publication 1 - 14 from 14

2011

American Fractional Lookback Options: Valuation and Premium DecompositionToshikazu Kimura. siamam, 71(2):517-539, 2011. [doi]

2010

Transient and asymptotic behavior of synchronization processes in assembly-like queuesDavid R. Alexander, I. M. Premachandra, Toshikazu Kimura. anor, 181(1):641-659, 2010. [doi]

Valuing executive stock options: A quadratic approximationToshikazu Kimura. eor, 207(3):1368-1379, 2010. [doi]

Valuing continuous-installment optionsToshikazu Kimura. eor, 201(1):222-230, 2010. [doi]

Alternative Randomization for Valuing American OptionsToshikazu Kimura. apjor, 27(2):167-187, 2010. [doi]

2009

American Continuous-Installment Options: Valuation and Premium DecompositionToshikazu Kimura. siamam, 70(3):803-824, 2009. [doi]

2008

Valuing finite-lived Russian optionsToshikazu Kimura. eor, 189(2):363-374, 2008. [doi]

2006

Monte Carlo analysis of convertible bonds with reset clausesToshikazu Kimura, Toshio Shinohara. eor, 168(2):301-310, 2006. [doi]

2002

Diffusion Approximations for Queues with Markovian BasesToshikazu Kimura. anor, 113(1-4):27-40, 2002. [doi]

1996

s QueueToshikazu Kimura. ior, 44(6):984-988, 1996. [doi]

1995

An::::M/M/s::::-consistent diffusion model for the::::GI/G/s:::: queueToshikazu Kimura. questa, 19(4):377-397, 1995. [doi]

1994

Approximations for multi-server queues: System interpolationsToshikazu Kimura. questa, 17(3-4):347-382, 1994. [doi]

1993

Duality between the Erlang loss system and a finite source queueToshikazu Kimura. orl, 13(3):169-173, 1993. [doi]

1983

m QueueToshikazu Kimura. ior, 31(2):304-321, 1983. [doi]

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