Toshikazu Kimura

Publication Activity (10 Years)

Years Active: 1983-2011
Publications (10 Years): 0

Publications

Toshikazu Kimura
American Fractional Lookback Options: Valuation and Premium Decomposition. SIAM J. Appl. Math. 71 (2) (2011)
David R. Alexander, I. M. Premachandra, Toshikazu Kimura
Transient and asymptotic behavior of synchronization processes in assembly-like queues. Ann. Oper. Res. 181 (1) (2010)
Toshikazu Kimura
Alternative Randomization for Valuing American Options. Asia Pac. J. Oper. Res. 27 (2) (2010)
Toshikazu Kimura
Valuing executive stock options: A quadratic approximation. Eur. J. Oper. Res. 207 (3) (2010)
Toshikazu Kimura
Valuing continuous-installment options. Eur. J. Oper. Res. 201 (1) (2010)
Toshikazu Kimura
American Continuous-Installment Options: Valuation and Premium Decomposition. SIAM J. Appl. Math. 70 (3) (2009)
Toshikazu Kimura
Valuing finite-lived Russian options. Eur. J. Oper. Res. 189 (2) (2008)
Toshikazu Kimura, Toshio Shinohara
Monte Carlo analysis of convertible bonds with reset clauses. Eur. J. Oper. Res. 168 (2) (2006)
Toshikazu Kimura
Diffusion Approximations for Queues with Markovian Bases. Ann. Oper. Res. 113 (1-4) (2002)
Toshikazu Kimura
Queue. Oper. Res. 44 (6) (1996)
Toshikazu Kimura
queue. Queueing Syst. Theory Appl. 19 (4) (1995)
Toshikazu Kimura
Approximations for multi-server queues: System interpolations. Queueing Syst. Theory Appl. 17 (3-4) (1994)
Toshikazu Kimura
Duality between the Erlang loss system and a finite source queue. Oper. Res. Lett. 13 (3) (1993)
Toshikazu Kimura
Queue. Oper. Res. 31 (2) (1983)