The following pages link to Masaaki Kijima (Q375317):
Displaying 46 items.
- DISTRIBUTION PROPERTIES OF DISCRETE CHARACTERISTICS IN M/G/1 AND GI/M/1 QUEUES (Q3793480) (← links)
- UPPER BOUNDS OF A MEASURE OF DEPENDENCE AND THE RELAXATION TIME FOR FINITE STATE MARKOV CHAINS (Q3817393) (← links)
- ON THE RELAXATION TIME FOR SINGLE SERVER QUEUES (Q3817418) (← links)
- An extremal property of FIFO discipline in <i>G/IFR/</i>1 queues (Q3821394) (← links)
- Some results for repairable systems with general repair (Q3823595) (← links)
- Some results for quasi-stationary distributions of birth-death processes (Q3980523) (← links)
- On the existence of quasi-stationary distributions in denumerable <i>R</i>-transient Markov chains (Q3992283) (← links)
- Single Machine Scheduling Problem When the Machine Capacity Varies Stochastically (Q4004744) (← links)
- A unified approach to gi/m(n)/l/k and m(n)/g/1/k queues via finite quasi-birth-death processes (Q4012375) (← links)
- Further monotonicity properties of renewal processes (Q4014077) (← links)
- THEORY AND ALGORITHMS OF THE LAGUERRE TRANSFORM, PART II: ALGORITHM (Q4018349) (← links)
- Evaluation of the decay parameter for some specialized birth-death processes (Q4031653) (← links)
- PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS (Q4226864) (← links)
- Hazard rate and reversed hazard rate monotonicities in continuous-time Markov chains (Q4228257) (← links)
- Quasi-limiting distributions of Markov chains that are skip-free to the left in continuous time (Q4274444) (← links)
- Numerical Calculation of Ruin Probabilities for Skip-Free Markov Chains (Q4280365) (← links)
- A SIMPLE OPTION PRICING MODEL WITH MARKOVIAN VOLATILITIES (Q4286354) (← links)
- Limiting Conditional Distributions for Birthdeath Processes (Q4339346) (← links)
- (Q4363259) (← links)
- (Q4417321) (← links)
- MONOTONICITY AND CONVEXITY OF OPTION PRICES REVISITED (Q4419302) (← links)
- An analytical approximation for pricing VWAP options (Q4555128) (← links)
- On the First Passage Time Under Regime-Switching with Jumps (Q4561943) (← links)
- An Extension of the Chaos Expansion Approximation for the Pricing of Exotic Basket Options (Q4585895) (← links)
- A jump-diffusion model for pricing corporate debt securities in a complex capital structure (Q4646513) (← links)
- (Q4703159) (← links)
- Further results for dynamic scheduling of multiclass <i>G/G/</i>1 queues (Q4733650) (← links)
- Evaluation of regular splitting queues (Q4735897) (← links)
- Monotonicities in a Markov Chain Model for Valuing Corporate Bonds Subject to Credit Risk (Q4791736) (← links)
- A point process model for the reliability of a maintained system subject to general repair (Q4870724) (← links)
- (Q4935240) (← links)
- (Q4945037) (← links)
- Analytical pricing of single barrier options under local volatility models (Q5001176) (← links)
- Stochastic Minimization of the Makespan in Flow Shops with Identical Machines and Buffers of Arbitrary Size (Q5202021) (← links)
- MARKET PRICE OF TRADING LIQUIDITY RISK AND MARKET DEPTH (Q5210916) (← links)
- Quasi-Stationary Distributions of Single-Server Phase-Type Queues (Q5287990) (← links)
- A positive interest rate model with sticky barrier (Q5309001) (← links)
- (Q5327139) (← links)
- THE PRICING OF OPTIONS WITH STOCHASTIC BOUNDARIES IN A GAUSSIAN ECONOMY (Q5384893) (← links)
- CREDIT-EQUITY MODELING UNDER A LATENT LÉVY FIRM PROCESS (Q5420702) (← links)
- Value-at-risk in a market subject to regime switching (Q5440101) (← links)
- THE PRICING OF OPTIONS WITH STOCHASTIC BOUNDARIES IN A GAUSSIAN ECONOMY (Q5440943) (← links)
- A Consumption–Investment Problem with Production Possibilities (Q5493552) (← links)
- (Q5691143) (← links)
- A Markov model for valuing asset prices in a dynamic bargaining market (Q5711167) (← links)
- (Q5752278) (← links)
