Diffusion Approximation for an M/G/m Queue T Kimura Operations Research 31 (2), 304-321, 1983 | 133 | 1983 |
Approximations for multi-server queues: system interpolations T Kimura Queueing Systems 17, 347-382, 1994 | 114 | 1994 |
A Transform-Free Approximation for the Finite Capacity M/G/s Queue T Kimura Operations Research 44 (6), 984-988, 1996 | 105 | 1996 |
A Two-Moment Approximation for the Mean Waiting Time in the GI/G/s Queue T Kimura Management Science 32 (6), 751-763, 1986 | 80 | 1986 |
Optimal control of an M/G/1 queuing system with removable server via diffusion approximation T Kimura European Journal of Operational Research 8 (4), 390-398, 1981 | 65 | 1981 |
Monte Carlo analysis of convertible bonds with reset clauses T Kimura, T Shinohara European Journal of Operational Research 168 (2), 301-310, 2006 | 50 | 2006 |
Optimal buffer design of an M/G/s queue with finite capacity T Kimura Stochastic Models 12 (1), 165-180, 1996 | 50 | 1996 |
Valuing continuous-installment options T Kimura European Journal of Operational Research 201 (1), 222-230, 2010 | 43 | 2010 |
Alternative randomization for valuing American options T Kimura Asia-Pacific Journal of Operational Research 27 (02), 167-187, 2010 | 37* | 2010 |
American continuous-installment options: Valuation and premium decomposition T Kimura SIAM Journal on Applied Mathematics 70 (3), 803-824, 2009 | 37* | 2009 |
A Diffusion Approximation for an M/G/m Queue with Group Arrivals T Kimura, T Ohsone Management Science 30 (3), 381-388, 1984 | 29 | 1984 |
Approximating the Mean Waiting Time in the GI/G/s Queue T Kimura Journal of the Operational Research Society 42, 959-970, 1991 | 28 | 1991 |
Valuing finite-lived Russian options T Kimura European Journal of Operational Research 189 (2), 363-374, 2008 | 26 | 2008 |
Diffusion approximation for GI/G/1 queuing systems with finite capacity: I-the first overflow time T Kimura, K Ohno, H Mine Journal of the Operations Research Society of Japan 22 (1), 41-68, 1979 | 26 | 1979 |
Approximations for the waiting time in the GI/G/s queue T Kimura Journal of the Operations Research Society of Japan 34 (2), 173-186, 1991 | 24 | 1991 |
Approximations for the delay probability in the M/G/s queue T Kimura Mathematical and computer modelling 22 (10-12), 157-165, 1995 | 21 | 1995 |
American fractional lookback options: Valuation and premium decomposition T Kimura SIAM Journal on Applied Mathematics 71 (2), 517-539, 2011 | 20 | 2011 |
Equivalence relations in the approximations for the M/G/s/s+ r queue T Kimura Mathematical and Computer Modelling 31 (10-12), 215-224, 2000 | 19* | 2000 |
Refining Diffusion Approximtions for GI/G/1 Queues: A Tight Discretization Method T Kimura Inst. of Technology, Department of Information Sciences, 1985 | 18 | 1985 |
Refining Cosmetatos' approximation for the mean waiting time in the M/D/s queue T Kimura Journal of the Operational Research Society 42, 595-603, 1991 | 16 | 1991 |