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Toshikazu Kimura
Toshikazu Kimura
Professor Emeritus, Hokkaido University, Sapporo, Japan
Verified email at kyoto-u.jp
Title
Cited by
Cited by
Year
Diffusion Approximation for an M/G/m Queue
T Kimura
Operations Research 31 (2), 304-321, 1983
1331983
Approximations for multi-server queues: system interpolations
T Kimura
Queueing Systems 17, 347-382, 1994
1141994
A Transform-Free Approximation for the Finite Capacity M/G/s Queue
T Kimura
Operations Research 44 (6), 984-988, 1996
1051996
A Two-Moment Approximation for the Mean Waiting Time in the GI/G/s Queue
T Kimura
Management Science 32 (6), 751-763, 1986
801986
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
651981
Monte Carlo analysis of convertible bonds with reset clauses
T Kimura, T Shinohara
European Journal of Operational Research 168 (2), 301-310, 2006
502006
Optimal buffer design of an M/G/s queue with finite capacity
T Kimura
Stochastic Models 12 (1), 165-180, 1996
501996
Valuing continuous-installment options
T Kimura
European Journal of Operational Research 201 (1), 222-230, 2010
432010
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
291984
Approximating the Mean Waiting Time in the GI/G/s Queue
T Kimura
Journal of the Operational Research Society 42, 959-970, 1991
281991
Valuing finite-lived Russian options
T Kimura
European Journal of Operational Research 189 (2), 363-374, 2008
262008
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
261979
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
241991
Approximations for the delay probability in the M/G/s queue
T Kimura
Mathematical and computer modelling 22 (10-12), 157-165, 1995
211995
American fractional lookback options: Valuation and premium decomposition
T Kimura
SIAM Journal on Applied Mathematics 71 (2), 517-539, 2011
202011
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
181985
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
161991
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