articles

Kimura, T., Ohno, K. and Mine, H., "Diffusion Approximation for GI/G/1 Queueing Systems with Finite Capacity: I - The First Overflow Time," Journal of the Operations Research Society of Japan, Vol. 22, No. 1, pp. 41-68, 1979. DOI

Kimura, T., Ohno, K. and Mine, H., "Diffusion Approximation for GI/G/1 Queueing Systems with Finite Capacity: II - The Stationary Behaviour," Journal of the Operations Research Society of Japan, Vol. 22, No. 4, pp. 301-320, 1979. DOI

Kimura, T., "Optimal Control of an M/G/1 Queueing System with Removable Server via Diffusion Approximation," European Journal of Operational Research, Vol. 8, No. 4, pp. 390-398, 1981. DOI

Kimura, T., "Diffusion Approximation for an M/G/m Queue," Operations Research, Vol. 31, No. 2, pp. 304-321, 1983. JSTOR

Kimura, T. and Ohsone, T., "A Diffusion Approximation for an M/G/m Queue with Group Arrivals," Management Science, Vol. 30, No. 3, pp. 381-388, 1984. JSTOR

Kimura, T., "Diffusion Approximation for a Tandem Queue with Blocking," Optimization, Vol. 16, No. 1, pp. 137-154, 1985. DOI

Kimura, T., "An Analytical Interpretation of the Discrete Approximation for the GI/GI/1 Queue," Optimization, Vol. 16, No. 2, pp. 285-296, 1985. DOI

Kimura, T., "Refining Diffusion Approximations for GI/G/1 Queues: A Tight Discretization Method," Teletraffic Issues in an Advanced Information Society, ITC11, pp. 317-323, M. Akiyama (ed.), North-Holland, 1986. ITC

Kimura, T., "A Two-Moment Approximation for the Mean Waiting Time in the GI/G/s Queue," Management Science, Vol. 32, No. 6, pp. 751-763, 1986. JSTOR

Kimura, T., "A Unifying Diffusion Model for State-Dependent Queues," Optimization, Vol. 18, No. 2, pp. 256-283, 1987. DOI

Kimura, T., "Approximating the Mean Waiting Time in the M/D/s Queue," [in Japanese], Transactions of the Institute of Electronics, Information and Communication Engineers of Japan, Vol. J71-A, No. 3, pp. 696-702, 1988. IEICE

Kimura, T., "Approximations for the Waiting Time in the GI/G/s Queue," Journal of the Operations Research Society of Japan, Vol. 34, No. 2, pp. 173-186, 1991. DOI

Kimura, T., "Refining Cosmetatos' Approximation for the Mean Waiting Time in the M/D/s Queue," Journal of the Operational Research Society, Vol. 42, No. 7, pp. 595-603, 1991. DOI JSTOR

Kimura, T., "Approximating the Mean Waiting Time in the GI/G/s Queue," Journal of the Operational Research Society, Vol. 42, No. 11, pp. 959-970, 1991. DOI JSTOR

Kimura, T., "Interpolation Approximations for the Mean Waiting Time in a Multi-Server Queue," Journal of the Operations Research Society of Japan, Vol. 35, No. 1, pp. 77-92, 1992. DOI

Kimura, T., "Duality between the M/G/s/s and GI/M/1/s/s Queues," Computers & Mathematics with Applications, Vol. 24, No. 1/2, pp. 35-40, 1992. DOI

Kimura, T., "Duality between the Erlang Loss System and a Finite Source Queue," Operations Research Letters, Vol. 13, No. 3, pp. 169-173, 1993. DOI

Kimura, T., "Approximations for Multi-Server Queues: System Interpolations," Queueing Systems: Theory and Applications, Vol. 17, No. 3-4, pp. 347-382, 1994. DOI

Kimura, T., "An M/M/s-Consistent Diffusion Model for the GI/G/s Queue," Queueing Systems: Theory and Applications, Vol. 19, No. 3-4, pp. 377-397, 1995. DOI

Kimura, T., "Approximations for the Delay Probability in the M/G/s Queue," Mathematical and Computer Modelling, Vol. 22, No. 10-12, pp. 157-165, 1995. DOI

Kimura, T., "Optimal Buffer Design of an M/G/s Queue with Finite Capacity," Stochastic Models, Vol. 12, No. 1, pp. 165-180, 1996. DOI

Kimura, T., "A Transform-Free Approximation for the Finite Capacity M/G/s Queue," Operations Research, Vol. 44, No. 6, pp. 984-988, 1996. JSTOR

Kimura, T., "Equivalence Relations in the Approximations for the M/G/s/s+r Queue," Mathematical and Computer Modelling, Vol. 31, No. 10-12, pp. 215-224, 2000. DOI

Hanada, K. and Kimura, T., "Pricing Knockout Options with a General Boundary," Asia-Pacific Journal of Operational Research, Vol. 18, No. 1, pp. 49-59, 2001. PDF

Kimura, T., "Refining Diffusion Models for State-Dependent Queues," Operations Research/Management Science at Work, International Series in Operations Research & Management Science, E. Kozan and A. Ohuchi (eds.), Kluwer Academic Publishers, pp. 395-404, 2002. DOI

Kimura, T., "Diffusion Approximations for Queues with Markovian Bases," Annals of Operations Research, Vol. 113, No. 1-4, pp. 27-40, 2002. DOI

Kimura, T., "A Consistent Diffusion Approximation for Finite-Capacity Multi-Server Queues," Mathematical and Computer Modelling, Vol. 38, No. 11-13, pp. 1313-1324, 2003. DOI

Kimura, T. and Shinohara, T., "Monte Carlo Analysis of Convertible Bonds with Reset Clauses," European Journal of Operational Research, Vol. 168, No. 2, pp. 301-310, 2006. DOI

Kimura, T., "Valuing Finite-Lived Russian Options," European Journal of Operational Research, Vol. 189, No. 2, pp. 363-374, 2008. DOI

Kimura, T., "American Continuous-Installment Options: Valuation and Premium Decomposition," SIAM Journal on Applied Mathematics, Vol. 70, No. 3, pp. 803-824, 2009. DOI

Kimura, T., "Valuing Continuous-Installment Options," European Journal of Operational Research, Vol. 201, No. 1, pp. 222-230, 2010. DOI

Kimura, T., "Alternative Randomization for Valuing American Options," Asia-Pacific Journal of Operational Research, Vol. 27, No. 2, pp. 167-187, 2010. DOI

Kimura, T., "Valuing Executive Stock Options: A Quadratic Approximation," European Journal of Operational Research, Vol. 207, No. 3, pp. 1368-1379, 2010. DOI

Alexander, D.R., Premachandra, I.M. and Kimura, T., "Transient and Asymptotic Behavior of Synchronization Processes in Assembly-Like Queues," Annals of Operations Research, Vol. 181, No. 1, pp. 641-659, 2010. DOI

Kimura, T., "The M/G/s Queue," Wiley Encyclopedia of Operations Research and Management Science, Volume 4, J.J. Cochran et al. (eds.), John Wiley & Sons, pp. 2913-2921, 2011. DOI

Kimura, T., "American Fractional Lookback Options: Valuation and Premium Decomposition," SIAM Journal on Applied Mathematics, Vol. 71, No. 2, pp.517-539, 2011. DOI

Kimura, T., "Approximations for the Early Exercise Boundary of American Options: A Review," [in Japanese], Transactions of the Japan Society for Industrial and Applied Mathematics, Vol. 24, No. 3, pp. 275-292, 2014. DOI

Kimura, T., "A Refined Laplace-Carson Transform Approach to Valuing Convertible Bonds," Journal of the Operations Research Society of Japan, Vol. 60, No. 2, pp. 50-65, 2017. DOI

Kimura, T., "An Approximate Barrier Option Model for Valuing Executive Stock Options," Journal of the Operations Research Society of Japan, Vol. 61, No. 1, pp. 110-131, 2018. DOI

Kimura, T., "Valuing Finite-Lived American Exchange Options," Stochastic Operations Research in Business and Industry, T. Dohi, K. Ano and S. Kasahara (eds.), World Scientific, to appear. PDF

Kimura, T., Ohno, K. and Mine, H., "Approximate Analysis of Optimal Operating Policies for a GI/G/1 Queueing System," Memoirs of the Faculty of Engineering, Kyoto University, Vol. 42, Part 4, pp. 377-390, 1980. KURENAI

Kimura, T., "Diffusion Approximations for Queues," [in Japanese], Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, T. Hasegawa (ed.) No. 425, pp. 46-55, 1981. KURENAI

Kimura, T., "On the Discrete Approximation for Queues," [in Japanese], Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, H. Morimura (ed.) No. 452, pp. 273-290, 1982. KURENAI

Ohsone, T. and Kimura, T., "Diffusion Approximation for a Multi-Server Queueing System with Coxian Arrivals," [in Japanese], Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, H. Morimura (ed.) No. 490, pp. 48-61, 1983. KURENAI

Kimura, T., "Approximations for the M/G/s Queue," [in Japanese], Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, T. Hasegawa (ed.) No. 519, pp. 224-233, 1984. KURENAI

Kimura, T., "Generalizing Cosmetatos' Approximation for the M/D/s Queue," [in Japanese], Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, T. Hasegawa (ed.) No. 564, pp. 210-221, 1985. KURENAI

Kimura, T., "Some Inventions for Computing Approximation Formulas for Queues," [in Japanese], Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, T. Hasegawa (ed.) No. 596, pp. 171-178, 1986. KURENAI

Kimura, T., "Heuristic Approximations for the Mean Delay in the GI/G/s Queue," Hokudai Economic Papers, Hokkaido University, Vol. 16, pp. 87-98, 1986. HUSCAP

Kimura, T., "Approximations for the Mean Delay in the M/D/s Queue," Proceedings of the Seminar on Queueing Theory and Its Applications, Kyoto, pp. 173-184, 1987.

Kimura, T., "Further Results on the N-Policy for the M/G/1 Queue," Hokudai Economic Papers, Hokkaido University, Vol. 17, pp. 71-73, 1987. HUSCAP

Kimura, T., "Approximations for the Delay Probability in the M/G/s Queue," Stochastic Models in Engineering, Technology and Management, Proceedings of the Australia-Japan Workshop (Gold Coast, Australia), S. Osaki and D.N. Pra Murthy (eds.) World Scientific, Singapore, pp. 277-285, 1993. DOI

Kimura, T., "A Bibliography of Research on Heavy Traffic Limit Theorems for Queues," Economic Journal of Hokkaido University, Vol. 22, pp. 167-179, 1993. HUSCAP

Kimura, T., "Equivalence Relations in the Approximations for the Finite Capacity M/G/s Queue," Stochastic Models in Engineering, Technology and Management, Proceedings of the Second Australia-Japan Workshop (Gold Coast, Australia), R.J. Wilson, D.N. Pra Murthy and S. Osaki (eds.) Technology Management Centre, The University of Queensland, pp. 338-347, 1996.

Kimura, T., "Diffusion Models for Queues in Computer/Communication Systems," Proceedings of the 32nd Summer Symposium on Operations Research (Kure, Japan), pp. 154-163, 1997. PDF

Kimura, T., "A Consistent Diffusion Approximation for Finite-Capacity Multi-Server Queues," Stochastic Models in Engineering, Technology and Management, Proceedings of the First Western Pacific/Third Australia-Japan Workshop (Christchurch, New Zealand), R.J. Wilson, S. Osaki and M.J. Faddy (eds.) Centre for Statistics, The University of Queensland, pp. 305-314, 1999. PDF

Kimura, T., "Refining Diffusion Models for State-Dependent Queues," Proceedings of the 2nd Joint Workshop between Hokkaido Chapter of ORSJ and Queensland Branch of ASOR (Sapporo, Japan), A. Ohuchi (ed.), pp. 229-236, 2000. PDF

Kimura, T., "A Mathematical Model for the Untransferred Stock Problem," [in Japanese], Economic Studies, Hokkaido University, Vol. 52, pp. 23-35, 2002. For an abbreviated version, see Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, T. Namekata (ed.) No. 1252, pp. 160-166, 2002. KURENAI

Hanada, K. and Kimura, T., "Numerical Valuation of a Switched Knockout Option," Economic Journal of Hokkaido University, Vol. 31, pp. 27-39, 2002. HUSCAP

Kimura, T. and Shinohara, T., "Valuing Convertible Bonds with Reset Clauses via Monte Carlo Simulation," Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, M. Tamaki (ed.) No. 1306, pp. 63-72, 2003. KURENAI

Kimura, T., "Alternative Randomization for Valuing American Options," Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, S. Saito (ed.) No. 1373, pp. 98-105, 2004. KURENAI

Kimura, T., "Diffusion Models for Queues in Computer/Communication Systems," Economic Journal of Hokkaido University, Vol. 33, pp. 37-52, 2004. HUSCAP

Kimura, T. and Watanabe, T., "Empirical Analysis of Stock Return Volatility Dynamics," [in Japanese], Economic Studies, Hokkaido University, Vol. 54, No. 3, pp. 313-331, 2004. HUSCAP

Kimura, T. and Kikuchi, K., "Valuation of Asian Options via Randomization," [in Japanese], Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, M. Ohnishi (ed.) No. 1457, pp. 36-43, 2005. KURENAI

Kimura, T. and Morioka, K., "A Fast Approximation Scheme for Closed Queueing Networks," [in Japanese], Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, M. Ohnishi (ed.) No. 1457, pp. 54-61, 2005. KURENAI

Kimura, T. and Kikuchi, K., "American-Style Fractional Lookback Options," Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, S.S. Takahama (ed.) No. 1477, pp. 37-46, 2006. KURENAI

Kimura, T. and Kikuchi, K., "Valuation of Installment Options via Numerical Transform Inversion," [in Japanese], Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, S.S. Takahama (ed.) No. 1477, pp. 47-54, 2006. KURENAI

Kimura, T. and Suzuki, T., "A Pincer Randomization Method for Valuing American Options," Economic Journal of Hokkaido University, Vol. 35, pp. 61-76, 2006. HUSCAP  For an abbreviated version, see Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, M. Ohnishi (ed.) No. 1457, pp. 27-35, 2005. KURENAI

Kimura, T. and Kikuchi, K., "Valuation of American Installment Options," [in Japanese], Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, T. Nakai (ed.) No. 1548, pp. 37-44, 2007. KURENAI

Kimura, T. and Jinriki, S., "Valuation of American Exchange Options and Its Applications," [in Japanese], Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, T. Nakai (ed.) No. 1548, pp. 45-52, 2007. KURENAI

Kimura, T., "Russian Options with Finite Time Horizon: A Laplace Transform Approach," Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, T. Nakai (ed.) No. 1548, pp. 53-60, 2007. KURENAI

Kimura, T., "Valuing Executive Stock Options: A Simple Continuous-Time Model," Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, T. Kimura (ed.) No. 1580, pp. 1-12, 2008. KURENAI

Kimura, T. and Sato, S., "Mathematical Models for Valuing Executive Stock Options: A Survey," [in Japanese], Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, J. Koyanagi (ed.) No. 1589, pp. 65-74, 2008. KURENAI

Kimura, T. and Ishihara, N., "Valuing Convertible Bonds: A Laplace Transform Approach," [in Japanese], Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, J. Koyanagi (ed.) No. 1589, pp. 75-84, 2008. KURENAI

Kimura, T., "Exercise Behaviors and Valuation of Executive Stock Options," Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, T. Kimura (ed.) No. 1675, pp. 1-14, 2010. KURENAI

Kimura, T. and Sugimoto, T., "Valuation of Executive Stock Options: A Survey," [in Japanese], Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, R. Hohzaki (ed.) No. 1734, pp. 125-132, 2011. KURENAI

Kimura, T., "Approximating the Early Exercise Boundary for American-style Options," Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, T. Kimura (ed.) No. 1818, pp. 1-16, 2012. KURENAI

Kimura, T., "Asymptotic Analysis on the Early Exercise Boundary of American-style Options," Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, T. Kimura (ed.) No. 1886, pp. 1-15, 2014. KURENAI

Kimura, T., "A Barrier-Option Model for Valuing Executive Stock Options," Proceedings of Symposium on Stochastic Models 2015, pp. 244-253, 2015. PDF

Kimura, T., "Dynamic Investment Decisions with an American Exchange Option," Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, T. Kimura (ed.) No. 1933, pp. 1-12, 2015. KURENAI

Kimura, T., "Applications of the Laplace-Carson Transform to Option Pricing: A Tutorial," Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, T. Kimura (ed.) No. 1983, pp. 68-89, 2016. KURENAI

Kimura, T. and Yonemori, H., "A Refined LCT Approach to Valuing Convertible Bonds," [in Japanese], Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, Y. Maruyama (ed.) No. 1990, pp. 128-135, 2016. KURENAI

Kimura, T., "Valuing Zero-coupon Convertible Bonds with the Laplace-Carson Transform," Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, T. Kimura (ed.) No. 2029, pp. 29-42, 2017. KURENAI

Kimura, T., "Valuing Convertible Bonds with Coupons: A Premium-Decomposition Refinement," Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, M. Goto (ed.) No. 2106, pp. 73-84, 2019. KURENAI

Kimura, T., "A Concise Approximation for the Early Exercise Boundary of American Options," Lecture Note of the Research Institute for Mathematical Sciences, Kyoto University, M. Tsujimura (ed.) No. 2111, pp. 12-21, 2019. KURENAI

Kimura, T., "Diffusion Approximation - Its Concept and Effectiveness," [in Japanese], Communications of the Operations Research Society of Japan, Vol. 26, No. 4, pp. 197-204, 1981. ORSJ

Kimura, T., "A Report on the 17th SSOR," [in Japanese], Communications of the Operations Research Society of Japan, Vol. 27, No. 11, pp. 638-639, 1982. ORSJ

Morimura, H., Kimura, T. and Tsunakawa, T., "An Application of the Decomposition Method and a Diffusion Approximation for a Queueing Model with Group Arrivals," [in Japanese], Report of the Electrical Communication Laboratories, NTT, No. 19063, 1982.

Kimura, T., "The Queueing Network Analyzer: A Survey (1)," [in Japanese], Communications of the Operations Research Society of Japan, Vol. 29, No. 6, pp. 366-371, 1984. ORSJ

Kimura, T., "The Queueing Network Analyzer: A Survey (2)," [in Japanese], Communications of the Operations Research Society of Japan, Vol. 29, No. 7, pp. 431-439, 1984. ORSJ

Kimura, T., "The Queueing Network Analyzer: A Survey (3)," [in Japanese], Communications of the Operations Research Society of Japan, Vol. 29, No. 8, pp. 494-500, 1984. ORSJ

Kimura, T., "Numerical Inversion of Laplace Transforms: A Survey," [in Japanese], Economic Studies, Hokkaido University, Vol. 37, No. 2, pp. 282-293, 1987. HUSCAP

Kimura, T., "Performance Evaluation of Information Networks: Diffusion Approximations," [in Japanese], Economic Studies, Hokkaido University, Vol. 37, No. 3, pp. 435-440, 1987. HUSCAP

Kimura, T., "Diffusion Approximations for the M/G/s Queue," [in Japanese], Economic Studies, Hokkaido University, Vol. 38, No. 1, pp. 158-162, 1988. HUSCAP

Kimura, T., "On the Effectiveness of Approximations for the M/G/s Queue," [in Japanese], Communications of the Operations Research Society of Japan, Vol. 33, No. 5, pp. 226-229, 1988. ORSJ

Kimura, T., "Introductory Course on OR: Queueing Theory," [in Japanese], BASIC Mathematics, Vol. 25, No. 2, pp. 31-36, 1992.

Kimura, T., "A New Approach to Approximations in Queueing Theory," [in Japanese], Economic Studies, Hokkaido University, Vol. 42, No. 3, pp. 235-244, 1992. HUSCAP

Kimura, T., "Diffusion Approximations: Between Discrete and Continuous," [in Japanese], Communications of the Operations Research Society of Japan, Vol. 42, No. 8, pp. 540-546, 1997. ORSJ

Kimura, T., "OR Projects in a Social Science Department," [in Japanese], OR in Hokkaido, Hokkaido Chapter of the Operations Research Society of Japan (ed.), pp. 47-50, 1998. PDF

Kimura, T., "Painting a Future of the OR Society" [in Japanese], Communications of the Operations Research Society of Japan, Vol. 65, No. 1, pp. 2-3, 2020. ORSJ