Toshikazu Kimura

According to our database, Toshikazu Kimura authored at least 14 papers between 1983 and 2011.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2011

American Fractional Lookback Options: Valuation and Premium Decomposition.

Toshikazu Kimura

SIAM J. Appl. Math., 2011

2010

Valuing executive stock options: A quadratic approximation.

Toshikazu Kimura

Eur. J. Oper. Res., 2010

Valuing continuous-installment options.

Toshikazu Kimura

Eur. J. Oper. Res., 2010

Alternative Randomization for Valuing American Options.

Toshikazu Kimura

Asia Pac. J. Oper. Res., 2010

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

David Richard Alexander, I. M. Premachandra, Toshikazu Kimura

Ann. Oper. Res., 2010

2009

American Continuous-Installment Options: Valuation and Premium Decomposition.

Toshikazu Kimura

SIAM J. Appl. Math., 2009

2008

Valuing finite-lived Russian options.

Toshikazu Kimura

Eur. J. Oper. Res., 2008

2006

Monte Carlo analysis of convertible bonds with reset clauses.

Toshikazu Kimura, Toshio Shinohara

Eur. J. Oper. Res., 2006

2002

Diffusion Approximations for Queues with Markovian Bases.

Toshikazu Kimura

Ann. Oper. Res., 2002

1996

A Transform-Free Approximation for the Finite Capacity <i>M</i>/<i>G</i>/<i>s</i> Queue.

Toshikazu Kimura

Oper. Res., 1996

1995

An<i>M/M/s</i>-consistent diffusion model for the<i>GI/G/s</i> queue.

Toshikazu Kimura

Queueing Syst. Theory Appl., 1995

1994

Approximations for multi-server queues: System interpolations.

Toshikazu Kimura

Queueing Syst. Theory Appl., 1994

1993

Duality between the Erlang loss system and a finite source queue.

Toshikazu Kimura

Oper. Res. Lett., 1993

1983

Diffusion Approximation for an <i>M</i>/<i>G</i>/<i>m</i> Queue.

Toshikazu Kimura

Oper. Res., 1983