Toshikazu Kimura

Available identifiers

zbMath Open kimura.toshikazuMaRDI QIDQ596892

List of research outcomes

Publication	Date of Publication	Type
AN APPROXIMATE BARRIER OPTION MODEL FOR VALUING EXECUTIVE STOCK OPTIONS	2018-05-18	Paper
A REFINED LAPLACE-CARSON TRANSFORM APPROACH TO VALUING CONVERTIBLE BONDS	2017-10-06	Paper
American Fractional Lookback Options: Valuation and Premium Decomposition	2011-07-29	Paper
Transient and asymptotic behavior of synchronization processes in assembly-like queues	2011-04-08	Paper
Valuing executive stock options: a quadratic approximation	2010-12-20	Paper
American Continuous-Installment Options: Valuation and Premium Decomposition	2010-07-07	Paper
ALTERNATIVE RANDOMIZATION FOR VALUING AMERICAN OPTIONS	2010-06-10	Paper
Valuing continuous-installment options	2009-12-10	Paper
Valuing finite-lived Russian options	2008-04-07	Paper
Monte Carlo analysis of convertible bonds with reset clauses	2005-10-17	Paper
https://portal.mardi4nfdi.de/entity/Q4668785	2005-04-15	Paper
A consistent diffusion approximation for finite-capacity multiserver queues	2004-08-06	Paper
Diffusion approximations for queues with Markovian bases	2003-01-27	Paper
https://portal.mardi4nfdi.de/entity/Q4546254	2002-08-19	Paper
A Transform-Free Approximation for the Finite Capacity M/G/s Queue	1997-08-03	Paper
Optimal buffer design of an m/g/s queue with finite capacity∗	1996-09-08	Paper
An \(M/M/s\)-consistent diffusion model for the \(GI/G/s\) queue	1996-08-14	Paper
Approximations for multi-server queues: System interpolations	1995-08-07	Paper
Duality between the Erlang loss system and a finite source queue	1993-11-01	Paper
Duality between the \(M/G/s/s\) and \(GI/M/1/s/s\) queues	1993-04-01	Paper
INTERPOLATION APPROXIMATIONS FOR THE MEAN WAITING TIME IN A MULTI-SERVER QUEUE	1993-01-16	Paper
APPROXIMATIONS FOR THE WAITING TIME IN THE GI/G/s QUEUE	1992-06-28	Paper
Approximating the Mean Waiting Time in the GI/G/s Queue	1992-06-27	Paper
Refining Cosmetatos' Approximation for the Mean Waiting Time in the M/D/s Queue	1991-01-01	Paper
A Two-Moment Approximation for the Mean Waiting Time in the GI/G/s Queue	1986-01-01	Paper
A Diffusion Approximation for an M/G/m Queue with Group Arrivals	1984-01-01	Paper
Diffusion Approximation for an M/G/m Queue	1983-01-01	Paper
Optimal control of an M/G/1 queuing system with removable server via diffusion approximation	1981-01-01	Paper
DIFFUSION APPROXIMATION FOR GI/G/1 QUEUEING SYSTEMS WITH FINITE CAPACITY : II-THE STATIONARY BEHAVIOUR	1979-01-01	Paper
DIFFUSION APPROXIMATION FOR GI/G/1 QUEUING SYSTEMS WITH FINITE CAPACITY : I-THE FIRST OVERFLOW TIME	1979-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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