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 | 2011 | |
|---|---|---|
| j11 |      | Toshikazu Kimura: American Fractional Lookback Options: Valuation and Premium Decomposition. SIAM Journal of Applied Mathematics 71(2): 517-539 (2011) |
| 2010 | ||
| j10 | | David R. Alexander, I. M. Premachandra, Toshikazu Kimura: Transient and asymptotic behavior of synchronization processes in assembly-like queues. Annals OR 181(1): 641-659 (2010) |
| j9 | | Toshikazu Kimura: Alternative Randomization for Valuing American Options. APJOR 27(2): 167-187 (2010) |
| j8 | | Toshikazu Kimura: Valuing continuous-installment options. European Journal of Operational Research 201(1): 222-230 (2010) |
| j7 | | Toshikazu Kimura: Valuing executive stock options: A quadratic approximation. European Journal of Operational Research 207(3): 1368-1379 (2010) |
| 2009 | ||
| j6 | | Toshikazu Kimura: American Continuous-Installment Options: Valuation and Premium Decomposition. SIAM Journal of Applied Mathematics 70(3): 803-824 (2009) |
| 2008 | ||
| j5 | | Toshikazu Kimura: Valuing finite-lived Russian options. European Journal of Operational Research 189(2): 363-374 (2008) |
| 2006 | ||
| j4 | | Toshikazu Kimura, Toshio Shinohara: Monte Carlo analysis of convertible bonds with reset clauses. European Journal of Operational Research 168(2): 301-310 (2006) |
| 2002 | ||
| j3 | | Toshikazu Kimura: Diffusion Approximations for Queues with Markovian Bases. Annals OR 113(1-4): 27-40 (2002) |
| 1995 | ||
| j2 | | Toshikazu Kimura: AnM/M/s-consistent diffusion model for theGI/G/s queue. Queueing Syst. 19(4): 377-397 (1995) |
| 1994 | ||
| j1 | | Toshikazu Kimura: Approximations for multi-server queues: System interpolations. Queueing Syst. 17(3-4): 347-382 (1994) |
| 1 | David R. Alexander | |
| 2 | I. M. Premachandra | |
| 3 | Toshio Shinohara |
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