2019
September
Workshop on "Financial Modeling and Analysis," Fusokan, Imadegawa Campus, Doshisya University, Kyoto, Japan:
"Option Pricing via Integral Transforms: Status quo and Prospects" (invited)
2018
July
EURO 2018: The 28th European Conference on Operational Research, Universitat de València and Universitat Politècnica de Valencia, València, Spain:
"A Premium-Decomposition Refinement of Valuing Convertible Bonds with Continuous Coupons"
November
RIMS Workshop on "Financial Modeling and Analysis," Research Institute for Mathematical Sciences, Kyoto University, Kyoto, Japan:
"A Concise Approximation for the Early Exercise Boundary of American Options"
November
MMDS Nakanoshima Workshop on "Mathematical Finance and Related Issues," Osaka University Nakanoshima Center, Osaka, Japan:
"Approximations for the Early Exercise Boundary of American-style Options: A Review" (invited)
2017
July
IFORS 2017: The 21st Conference of the International Federation of Operational Research Societies, Québec City Convention Centre, Québec City, Canada:
"Valuing Employee Stock Options with a Barrier Option Model"
November
RIMS Workshop on "Financial Modeling and Analysis," Research Institute for Mathematical Sciences, Kyoto University, Kyoto, Japan:
"Valuing Convertible Bonds with Coupons"
2016
October
Second Joint Meeting of the Four ORSJ-SIGs on Stochastic Models, Osaka Center of Education Facilities, Josho Gakuen, Osaka, Japan:
"Raise the Laplacian Curtain, and Let the Sunshine in!" (invited)
November
RIMS Workshop on "Financial Modeling and Analysis," Research Institute for Mathematical Sciences, Kyoto University, Kyoto, Japan:
"A Refined Laplace-Carson Transform Approach to Valuing Convertible Bonds"
2015
January
Symposium on Stochastic Models 2015, Sakura Hall, Tohoku University, Sendai, Japan:
"A Barrier-option Model for Valuing Executive Stock Options"
November
RIMS Workshop on "Mathematical Decision Making Models under Uncertainty," Research Institute for Mathematical Sciences, Kyoto University, Kyoto, Japan:
"A Refined LCT Approach to Valuing Convertible Bonds" (with Yonemori, H.)
November
RIMS Workshop on "Financial Modeling and Analysis," Research Institute for Mathematical Sciences, Kyoto University, Kyoto, Japan:
"Applications of the Laplace-Carson Transform to Option Pricing: A Tutorial"
November
Tohoku OR Seminar for Young Researchers, Tohoku University Kawatabi Seminar Center, Naruko Onsen, Miyagi, Japan:
"Pricing Convertible Bonds via Premium Decomposition" (with Yonemori, H.)
2014
November
RIMS Workshop on "Financial Modeling and Analysis," Research Institute for Mathematical Sciences, Kyoto University, Kyoto, Japan:
"Dynamic Investment Decisions with an American Exchange Option"
2013
November
RIMS Workshop on "Financial Modeling and Analysis," Research Institute for Mathematical Sciences, Kyoto University, Kyoto, Japan:
"Asymptotic Analysis on the Early Exercise Boundary of American Options"
2012
September
RIMS Workshop on "Financial Modeling and Analysis," Research Institute for Mathematical Sciences, Kyoto University, Kyoto, Japan:
"Approximating the Early Exercise Boundary for American-style Options"
2011
December
International Statistics Conference on Statistical Concepts and Methods for Modern World, Sri Lanka:
"Transient and Asymptotic Analysis of Synchronization Processes in Assembly-Like Queues" (with Alexander, D.R and Premachandra, I.M.)
2010
January
The 28th Queueing Symposium, "Stochastic Models and Their Applications," Hiroshima, Japan:
"The Saga of the M/G/s Queue"
July
JAFEE 2010 Summer Meeting, Seijo University, Tokyo, Japan:
"Valuing Executive Stock Options: A Quadratic Approximation"
November
RIMS Workshop on "Dicision Making Problems with Uncertaity," Research Institute for Mathematical Sciences, Kyoto University, Kyoto, Japan:
"Valuation of Executive Stock Options: A Survey" (with Sugimoto, T.)
December
CSFI Workshop on "Problems in Financial Engineering, Mathematical and Quantitative Finance," Osaka City Central Public Hall, Osaka, Japan:
"Continuous-Time Models for Valuing Executive Stock Options"
2009
January
The 27th Queueing Symposium, "Stochastic Models and Their Applications," Matsumoto, Japan:
"Transient and Asymptotic Analysis of Synchronization Processes in Assembly-Like Queues"
March
National Meeting of the Operations Research Society of Japan, University of Tsukuba, Tsukuba, Japan:
"Transient and Asymptotic Analysis of Synchronization Processes in Assembly-Like Queues" (with Alexander, D.R and Premachandra, I.M.)
March
IMECS 2009: International MultiConference of Engineers and Computer Scientists 2009, Regal Kowloon Hotel, Hong Kong:
"Transient and Asymptotic Analysis of Synchronization Processes in Assembly-Like Queues" (with Alexander, D.R and Premachandra, I.M.)
November
RIMS Workshop on "Financial Modeling and Analysis," Research Institute for Mathematical Sciences, Kyoto University, Kyoto, Japan:
"Exercise Behaviors and Valuation of Executive Stock Options"
December
JAFEE 2009 Winter Meeting, Meiji University, Tokyo, Japan:
"A Barrier Option Model for Valuing Executive Stock Options"
2008
March
National Meeting of the Operations Research Society of Japan, Kyoto College of Graduate Studies for Informatics, Kyoto, Japan:
"Valuing Executive Stock Options: A Quadratic Approximation"
2007
January
JAFEE 2006 Winter Meeting, Hosei University, Tokyo, Japan:
"Valuing Russian Options with Finite Time Horizon via Laplace Transforms"
March
2007 RASOR Nanzan: 2007 International Workshop on Recent Advances in Stochastic Operations Research, Nanzan University, Aichi, Japan:
"Valuing Russian Options with Finite Time Horizon"
March
National Meeting of the Operations Research Society of Japan, Tottori University, Tottori, Japan:
"Valuation of Finite-Lived Russian Options"
June
National Meeting of the Nippon Finance Association, Keio University, Tokyo, Japan:
"Valuing American Continuous-Installment Options"
September
National Meeting of the Operations Research Society of Japan, National Graduate Institute for Policy Studies, Tokyo, Japan:
"Premium Decomposition of Continuous-Installment Options"
October
The 11th Workshop on Mathematics for Programming: Mathematical Models for Decision Making and Their Applications, Kanazawa Gakuin University, Kanazawa, Japan:
"Put-Call Symmetry for Continuous-Installment Options"
November
RIMS Workshop on "Decision Making under Uncertainty: Theory and Applications," Research Institute for Mathematical Sciences, Kyoto University, Kyoto, Japan:
"Mathematical Models for Valuing Executive Stock Options: A Survey" (with Sato, S.)
"Valuing Convertible Bonds: A Laplace Transform Approach" (with Ishihara, N.)
November
RIMS Workshop on "Financial Modeling and Analysis," Research Institute for Mathematical Sciences, Kyoto University, Kyoto, Japan:
"Valuing Executive Stock Options: A Simple Formula"
2006
February
The Second Sapporo Workshop on Financial Engineering and Its Applications, Hokkaido University, Sapporo, Japan:
"Valuing Continuous-Installment Options by Numerical Transform Inversion" (with Kikuchi, K.)
"American-Style Fractional Lookback Options" (with Kikuchi, K.)
March
National Meeting of the Operations Research Society of Japan, Chuo University, Tokyo, Japan:
"Valuing Continuous-Installment Options" (with Kikuchi, K.)
June
National Meeting of the Nippon Finance Association, University of Tokyo, Tokyo, Japan:
"American-Style Fractional Lookback Options" (with Kikuchi, K.)
August
BFS2006: Bachelier Finance Society 2006 Fourth World Congress, Hitotsubashi University, ICS, Tokyo, Japan:
"Valuing Continuous-Installment Options" (with Kikuchi, K.)
September
National Meeting of the Operations Research Society of Japan, Aichi University, Nagoya, Japan:
"Valuing American Continuous-Installment Options by Numerical Transform Inversion" (with Kikuchi, K.)
September
The First Sapporo Symposium on Financial Engineering and Its Applications, Hokkaido University, Sapporo, Japan:
"Valuing Continuous-Installment Options" (with Kikuchi, K.)
October
The 10th Workshop on Mathematics for Programming: Mathematical Models for Decision Making and Their Applications, Kochi University, Kochi, Japan:
"Optimal Stopping Problems in the Valuation of Continuous-Installment Options"
November
RIMS Workshop on "Mathematics for Decision Making under Uncertainty and Their Applications," Research Institute for Mathematical Sciences, Kyoto University, Kyoto, Japan:
"Russian Options with a Finite Time Horizon: A Laplace Transform Approach"
"Valuing American Continuous-Installment Options" (with Kikuchi, K.)
"Valuation of American Exchange Options and Its Applications" (with Jinriki, S.)
December
CSFI Workshop on "Mathematical Finance and Related Issues," Osaka University, Osaka, Japan:
"Valuing Continuous-Installment Options via Laplace Transforms: European vs. American"
December
QMF2006: Quantitative Methods in Finance Conference 2006, Sydney, Australia:
"Valuing Continuous-Installment Options" (with Kikuchi, K.)
2005
March
National Meeting of the Operations Research Society of Japan, Tokyo University of Agriculture and Technology, Koganei, Tokyo, Japan:
"A Pincer Randomization Method for Pricing American Options" (with Suzuki, T.)
June
National Meeting of the Nippon Finance Association, Yokohama National University, Yokohama, Japan:
"A Pincer Randomization Method for Pricing American Options" (with Suzuki, T.)
September
National Meeting of the Operations Research Society of Japan, Kobe Gakuin University, Kobe, Japan:
"Valuing American Floating-Strike Lookback Options" (with Kikuchi, K.)
November
RIMS Workshop on "Mathematical Models and Decision Making under Uncertainty," Research Institute for Mathematical Sciences, Kyoto University, Kyoto, Japan:
"American-Style Fractional Lookback Options" (with Kikuchi, K.)
"Valuing Continuous-Installment Options by Numerical Transform Inversion" (with Kikuchi, K.)
December
QMF2005: Quantitative Methods in Finance Conference 2005, Sydney, Australia:
"Valuing American-Style Lookback Options of Floating Strike Type: A Laplace Transform Approach" (with Kikuchi, K.)
2004
March
National Meeting of the Operations Research Society of Japan, Waseda University, Tokyo, Japan:
"Alternative Randomization for Valuing American Options"
Chaired a session in Financial Engineering.
May
National Meeting of the Nippon Finance Association, Chuo University, Tokyo, Japan:
"Alternative Randomization for Valuing American Options"
August
2004 Daiwa International Workshop on Financial Engineering, Kyoto University, Kyoto, Japan:
"Alternative Randomization for Valuing American Options"
September
National Meeting of the Operations Research Society of Japan, Tohoku University, Sendai, Japan:
"A Fast Approximation for General Closed Queueing Networks" (with Morioka, K.)
Chaired a session in Queueing Theory.
November
RIMS Workshop on "Mathematics in Decision Makings and Uncertainty Science with Applications," Research Institute for Mathematical Sciences, Kyoto University, Kyoto, Japan:
"A Pincer Randomization Method for Pricing American Options" (with Suzuki, T.)
"Pricing Asian Options via Randomization" (with Kikuchi, K.)
"A Fast Approximation for General Closed Queueing Networks" (with Morioka, K.)
2003
November
RIMS Workshop on "Mathematical Programming Concerning Decision Makings and Uncertainty," Research Institute for Mathematical Sciences, Kyoto University, Kyoto, Japan:
"Alternative Randomization for Valuing American Options"
Chaired a session.
2002
July
MCQT'02: First Madrid Conference on Queueing Theory, Complutense University of Madrid, Madrid, Spain:
"Diffusion Approximations for Queues with Markovian Bases"
September
National Meeting of the Operations Research Society of Japan, Hakodate, Japan:
"Monte Carlo Analysis of Convertible Bonds with Reset Clauses" (with Shinohara, T.)
Chaired a session in Queueing Systems.
September
EJ-WSM'2002: Second Euro-Japanese Workshop on Stochastic Modelling for Finance, Insurance, Production and Reliability, Chamonix, France:
"Monte Carlo Analysis of Convertible Bonds with Reset Clauses" (with Shinohara, T.)
November
RIMS Workshop on "Mathematics of Decision-making under Uncertainty," Research Institute for Mathematical Sciences, Kyoto University, Kyoto, Japan:
"Valuing Convertible Bonds with Reset Clauses via Monte Carlo Simulation" (with Shinohara, T.)
2001
November
RIMS Workshop on "Mathematics for Decision Makings under Fuzzy and Uncertain Environments," Research Institute for Mathematical Sciences, Kyoto University, Kyoto, Japan:
"A Mathematical Model for the Untransferred Stock Problem"
2000
March
National Meeting of the Operations Research Society of Japan, Nagoya, Japan:
"Numerical Valuation of a Switched Knockout Option" (with Hanada, K.)
March
ASSM'2000: International Conference on Applied Stochastic System Modeling, Kyoto, Japan:
"Numerical Valuation of a Switched Knockout Option" (with Hanada, K.)
Chaired a keynote speech.
June
The Second Joint Workshop between the Hokkaido Branch of ORSJ and the Queensland Branch of ASOR, Sapporo, Japan:
"Refining Diffusion Models for State-Dependent Queues"
Chaired a session in Stochastic Modelling.
July
APORS'2000: The Fifth Conference of the Asia-Pacific Operations Research Societies within IFORS, Singapore:
"Birth-Death-based Diffusion Approximations for Queues"
"Pricing Knockout Options with a General Boundary" (with Hanada, K.)
1999
March
National Meeting of the Operations Research Society of Japan, Osaka, Japan:
"Pricing Knockout Options with a General Boundary" (with Hanada, K.)
Chaired a session in Queueing Theory.
September
The First Western Pacific/Third Australia-Japan Workshop on Stochastic Models, Christchurch, New Zealand:
"A Consistent Diffusion Approximation for Finite-Capacity Multi-Server Queues"
Chaired a session in Queueing Systems.
1998
January
Symposium on "Performance Models for Information Communication Networks," Kyoto, Japan:
"Diffusion Models for Queues in Computer/Communication Systems"
Chaired a session.
1997
January
Symposium on "Performance Models for Information Communication Networks," Kamakura, Japan:
"A Refined Diffusion Approximation for Finite-Capacity Multi-Server Queues"
April
National Meeting of the Operations Research Society of Japan, Fukuoka, Japan:
"Application of the BD-based Diffusion Approximation to General Closed Queueing Networks"
August
The 32nd Summer Symposium on Operations Research, Kure, Japan:
"Diffusion Models for Queues in Computer/Communication Systems" (invited)
December
APORS'97: The Fourth Conference of the Association of Asian-Pacific Operational Research Societies within IFORS, Melbourne, Australia:
"A Diffusion Model for a Work Station in Flexible Manufacturing Systems"
Chaired a session in Queueing and Applied Probability.
1996
January
Symposium on "Synthetic Studies on Performance Evaluation Models for Information Communication Networks," Kyoto, Japan:
"Birth-and-Death-Based Diffusion Approximations for Queues"
May
IFIP WG 7.3 Workshop, Lambertville, NJ, USA:
"Diffusion Approximations for Queues with Markovian Bases"
July
The Second Australia-Japan Workshop on Stochastic Models in Engineering, Technology & Management, Gold Coast, Australia:
"Equivalence Relations in the Approximations for the Finite M/G/s Queue"
Chaired a session in Queueing Networks.
1995
January
Symposium on "Synthetic Studies on Performance Evaluation Models for Information Communication Networks," Chiba, Japan:
"An M/M/s-Based Diffusion Approximation for Multi-Server Queues"
March
National Meeting of the Operations Research Society of Japan, Hiroshima, Japan:
"A Refined Diffusion Approximation for Finite-Capacity Multi-Server Queues"
Chaired a session in Queueing Theory.
1994
January
Symposium on "Synthetic Studies on Performance Evaluation Models for Information Communication Networks," Hakone, Japan:
"Approximating the Steady-State Probabilities in the M/G/s Queue with Finite Waiting Spaces"
May
National Meeting of the Operations Research Society of Japan, Nanzan University, Nagoya, Japan:
"A Final Report of the SIG Meetings on Computational Environments in Operations Research" (with Sekiguchi, Y. and Tanaka, Y.)
July
APORS'94: The Third Conference of the Association of Asian-Pacific Operational Research Societies within IFORS, Fukuoka, Japan:
"Optimal Buffer Design of an M/G/s Queue with Finite Capacity"
Chaired a session in Queueing Systems.
1993
January
Symposium on "Synthetic Studies on Performance Evaluation Models for Information Communication Networks," Numazu, Japan:
"Approximations for the Delay Probability in the M/G/s Queue"
March
National Meeting of the Operations Research Society of Japan, Kyoto, Japan:
"An Interim Report of the SIG Meetings on Computational Environments in Operations Research (2)" (with Sekiguchi, Y.)
July
Australia-Japan Workshop on Stochastic Models in Engineering, Technology & Management, Gold Coast, Australia:
"Approximations for the Delay Probability in the M/G/s Queue"
Chaired a session in Scheduling/Routing.
October
National Meeting of the Operations Research Society of Japan, Tsukuba, Japan:
"Relationships in the Approximations for the Finite Capacity M/G/s Queue"
Chaired a session in Queueing Theory.
1992
January
Symposium on "Synthetic Studies on Queueing Models for Information Communication Networks," Lake Hamana, Japan:
Chaired a session.
May
National Meeting of the Operations Research Society of Japan, Sendai, Japan:
"An Interim Report of the SIG Meetings on Computational Environments in Operations Research" (with Sekiguchi, Y.)
September
National Meeting of the Operations Research Society of Japan, Tokyo, Japan:
"A New Approach to Approximations in Queueing Theory" (invited)
1991
January
Symposium on "Synthetic Studies on Queueing Models for Information Communication Networks," Lake Hamana, Japan:
"Interpolation Approximations for the Mean Delay in a Multi-Server Queue"
Chaired a session.
May
National Meeting of the Operations Research Society of Japan, Kita-Kyusyu, Japan:
"Approximating the Mean Waiting Time in the GI/G/s Queue"
Chaired a session in Queueing Theory.
July
The 26th Summer Symposium on Operations Research, Karuizawa, Japan:
"Duality between the M/G/s/s and GI/M/1/s/s Queues"
Chaired a session in Queueing Theory.
October
National Meeting of the Operations Research Society of Japan, Osaka, Japan:
"Duality between the Erlang Loss System and a Finite Source Queue"
Chaired a session in Queueing Theory.
1990
May
National Meeting of the Operations Research Society of Japan, Sapporo, Japan:
Chaired a session in Queueing Theory.
September
National Meeting of the Operations Research Society of Japan, Tokyo, Japan:
"Interpolation Approximations for the Mean Delay in a Multi-Server Queue"
Chaired a session in Queueing Theory.
1989
January
Symposium on "Fundamental Research on Traffic Evaluation of Information Networks," Ajiro, Japan:
"Approximations for the Waiting Time in the GI/G/s Queue"
October
ORSA/TIMS Joint National Meeting, New York, U.S.A.:
"Approximations for the Waiting Time in the GI/G/s Queue"
1988
January
Symposium on "Fundamental Research on Traffic Evaluation of Information Networks," Ajiro, Japan:
"Development of the Diffusion Approximations for the M/G/s Queue"
1987
May
Seminar on Queueing Theory and Its Applications, Kyoto, Japan:
"Approximations for the Mean Delay in the M/D/s Queue"
Chaired a session.
1986
March
RIMS Workshop on "Queueing Theory and Its Environs," Research Institute for Mathematical Sciences, Kyoto University, Kyoto, Japan:
"Some Inventions for Computing Approximation Formulas"
Chaired a session.
May
National Meeting of the Operations Research Society of Japan, Sendai, Japan:
"Heuristic Approximations for the GI/G/s Queue"
Chaired a session in Queueing Theory.
1985
March
RIMS Workshop on "Queueing Theory and Its Environs," Research Institute for Mathematical Sciences, Kyoto University, Kyoto, Japan:
"Generalizing Cosmetatos' Approximation"
Chaired a session.
September
The Eleventh International Teletraffic Congress, Kyoto, Japan:
"Refining Diffusion Approximations for GI/G/1 Queues: A Tight Discretization Method"
Chaired a session in Queueing Systems.
October
National Meeting of the Operations Research Society of Japan, Tokyo, Japan:
"Performance Evaluation of Information Networks: Diffusion Approximations" (invited)
1984
November
National Meeting of the Operations Research Society of Japan, Tokyo, Japan:
"An Approximation for EW(GI/G/s)"
Chaired a session in Queueing Theory.
1983
January
The Eighth Conference on the Mathematics of Operations Research, Lunteren, The Netherlands:
"An Introduction to the Diffusion Approximation for Queues" (invited)
"A Unified Diffusion Model for State-Dependent Queues" (invited)
February
RIMS Workshop on "Queueing Theory and Its Applications," Research Institute for Mathematical Sciences, Kyoto University, Kyoto, Japan:
"Diffusion Approximation for a Multi-Server Queueing System with Coxian Arrivals" (with Ohsone, T.)
March
National Meeting of the Operations Research Society of Japan, Hiroshima, Japan:
"A Unified Diffusion Model for State-Dependent Queues"
Chaired a session in Queueing Theory.
December
RIMS Workshop on "Queueing Theory and Its Environs," Research Institute for Mathematical Sciences, Kyoto University, Kyoto, Japan:
"Approximations for the M/G/s Queue"
Chaired a session.
1982
August
The Seventeenth Summer Symposium on Operations Research, Iizuna, Japan:
Chaired a session in Queueing Theory.
1981
January
RIMS Workshop on "Queueing Theory and Its Applications," Research Institute for Mathematical Sciences, Kyoto University, Kyoto, Japan:
"Diffusion Approximations for Queues"
Chaired a session.
November
National Meeting of the Operations Research Society of Japan, Tsukuba, Japan:
"On a Numerical Method for Solving Lindley's Integral Equation, Part I: Basic Properties"
"Diffusion Approximation for an MX/G/m Queue" (with Ohsone, T.)
Chaired a session in Queueing Theory.
December
RIMS Workshop on "Queueing Theory and Its Applications (II)," Research Institute for Mathematical Sciences, Kyoto University, Kyoto, Japan:
"On the Discrete Approximation for Queues"
Chaired a session.
1980
March
National Meeting of the Operations Research Society of Japan, Sendai, Japan:
"A First Overflow Time of a GI/M/c/N Queue"
"Diffusion Approximation for a Tandem Queueing System (II)" (with Ohno, K. and Mine, H.)
Chaired a session in Queueing Theory.
October
National Meeting of the Operations Research Society of Japan, Tokyo, Japan:
"Diffusion Approximation for M/G/m Queueing Systems"
1979
March
National Meeting of the Operations Research Society of Japan, Kita-Kyusyu, Japan:
"Optimal Control of a Queueing System via a Diffusion Model" (with Ohno, K. and Mine, H.)
Chaired a session in Queueing Theory.
August
The Fourteenth Summer Symposium on Operations Research, Kasumigaura, Japan:
"Numerical Inversion of Laplace Transforms"
September
National Meeting of the Operations Research Society of Japan, Tokyo, Japan:
"Diffusion Approximation for a GI/G/1 Queue with Removable Server" (with Ohno, K. and Mine, H.)
1978
June
National Meeting of the Operations Research Society of Japan, Sapporo, Japan:
"Diffusion Approximation for a GI/G/1(N) Queueing System" (with Ohno, K. and Mine, H.)
"Diffusion Approximation for a Tandem Queueing System" (with Ohno, K. and Mine, H.)
Chaired a session in Queueing Theory.
October
National Meeting of the Operations Research Society of Japan, Tokyo, Japan:
"Analysis of a First Passage Time in a GI/G/1 Queueing System (II)" (with Ohno, K. and Mine, H.)
1977
October
National Meeting of the Operations Research Society of Japan, Hiroshima, Japan:
"Analysis of a First Passage Time in a GI/G/1 Queueing System" (with Ohno, K. and Mine, H.)
1976
August
The Eleventh Summer Symposium on Operations Research, Akakura, Japan:
"On Path Algebra" (with Hatayama, K., Kiyohara, S., Kusunoki, Y. and Muraki, T.)
September
National Meeting of the Operations Research Society of Japan, Nagoya, Japan:
"Queueing Analysis of a Toll Booth" (with Ohno, K. and Mine, H.)
2009
October
Seminar at the Department of Finance and Quantitative Analysis, University of Otago, Dunedin, New Zealand:
"Valuing Executive Stock Options: A Barrier Option Model"
2008
October
Seminar at the Department of Finance and Quantitative Analysis, University of Otago, Dunedin, New Zealand:
"Valuing American Continuous-Installment Options"
November
Seminar at the Department of Finance and Quantitative Analysis, University of Otago, Dunedin, New Zealand:
"Valuing Executive Stock Options: A Quadratic Approximation"
2007
May
Research Forum on Finance and Decision Making, SIG Meeting of the Operations Research Society of Japan, Tokyo, Japan:
"Valuation of Continuous-Installment Options"
June
Seminar at the Hokkaido Railway Company, Sapporo, Japan:
"Financial Engineering and Its Applications"
July
Seminar at the Hokkaido Railway Company, Sapporo, Japan:
"Data Envelopment Analysis and Its Applications"
2006
May
Seminar at the Training Center of Hokkaido Railway Company, Sapporo, Japan:
"Measuring Efficiency by Data Envelopment Analysis"
August
Seminar at the Training Center of Hokkaido Railway Company, Sapporo, Japan:
"Financial Engineering: Evaluation of Investment"
2005
May
Seminar at the Training Center of Hokkaido Railway Company, Sapporo, Japan:
"Measuring Efficiency by Data Envelopment Analysis"
August
Seminar at the Training Center of Hokkaido Railway Company, Sapporo, Japan:
"Basic Queueing Theory"
September
SIG Meeting of the Hokkaido Branch of the OR Society, Sapporo, Japan:
"Valuing American Floating-Strike Lookback Options" (with Kikuchi, K.)
2004
July
Seminar at the Research Center of Financial Engineering Projects, Hiroshima University, Higashi-Hiroshima, Japan:
"Alternative Randomization for Valuing American Options"
October
Lecture Meeting, Hokkaido Railway Company, Sapporo, Japan:
"Railways and Operations Research"
2002
August
Seminar at the Department of Finance and Quantitative Analysis, University of Otago, Dunedin, New Zealand:
"Monte Carlo Analysis of Convertible Bonds with Reset Clauses" (with Shinohara, T.)
August
Seminar at the Department of Mathematics and Statistics, University of Otago, Dunedin, New Zealand:
"Diffusion Approximations for Queues with Markovian Bases"
October
Extension Lecture, Faculty of Economics, Hokkaido University, Sapporo, Japan:
"Science of Financial Risks"
2001
November
Joint Meeting of Research Group on Science for Uncertainty and the FTA (Financial Theory and Its Applications) Seminar, Osaka University, Osaka, Japan:
"An Application of the Option Pricing Theory to the Un-transferred Stock Problem"
2000
October
SIG Meeting, Future University of Hakodate, Hakodate, Japan:
"Diffusion Approximations for Queues with Markovian Bases"
1999
March
Lecture Meeting, Faculty of Economic Sciences, Hiroshima Shudo University, Hiroshima, Japan:
"OR Education with Mathematica in a Social Science Department"
1997
September
SIG Meeting of the Hokkaido Branch of the OR Society, Sapporo, Japan:
"Diffusion Models for Queues in Computer/Communication Systems"
1996
May
Information Sciences & Systems Seminar, Princeton University, Princeton, NJ, USA:
"Equivalence Relations in the Approximations for the Finite Capacity M/G/s Queue"
1995
January
Lecture Meeting of the Tohoku Branch of the OR Society, Sendai, Japan:
"Mathematica: A Computer-Based Environment in OR"
1994
February
Meeting of Research Group on Queueing Systems, Sophia University, Tokyo, Japan:
"Approximations for Multi-Server Queues: System Interpolations"
1993
July
University of Adelaide, Adelaide, Australia:
"Relationships in the Approximations for the Finite Capacity M/G/s Queue"
December
Lecture Meeting of the Hokkaido Branch of the OR Society, Sapporo, Japan:
"A Path from M/M/s to G/G/s"
1991
October
Meeting of Research Group on Queueing Systems, Tokyo Institute of Technology, Tokyo, Japan:
"Approximating the Steady-State Probabilities in the M/G/s/N Queue"
December
Meeting of Research Group on Applied Probability, Kansai University, Osaka, Japan:
"Approximating the Steady-State Probabilities in the M/G/s/N Queue"
1990
November
Lecture Meeting of the Hokkaido Branch of the OR Society, Hokkaido University, Sapporo, Japan:
"Stochastic Models for Performance Evaluation of Computer/Communication Systems"
December
Meeting of Research Group on Queueing Systems, Tokyo Institute of Technology, Tokyo, Japan:
"Interpolation Approximations for EW(GI/G/s)"
1987
January
Asahikawa Public Hall, Asahikawa, Japan:
"Advanced Technology in New Media: From Analogue to Digital"
November
Meeting of Research Group on Queueing Systems, Tokyo Institute of Technology, Tokyo, Japan:
"A New Approximation Formula for the Mean Waiting Time in the M/D/s Queue"
1985
May
Tokyo Institute of Technology, Tokyo, Japan:
"Approximations for EW(GI/G/s)"
1984
March
Meeting of Research Group on Queueing Systems, Tokyo Institute of Technology, Tokyo, Japan:
"A New Approximation Formula for the Mean Waiting Time in the M/G/s Queue"
April
Tokyo Institute of Technology, Tokyo, Japan:
"Refining Diffusion Approximations for Queues: A Tight Discretization Method"
1983
January
Vrije Universiteit, Amsterdam, The Netherlands:
"Diffusion Approximations for Controlled Queueing Systems"
February
Vrije Universiteit, Amsterdam, The Netherlands:
"An Analytical Interpretation of the Discrete Approximation for the GI/G/1 Queue"
March
Humboldt Universität, Berlin, DDR:
"A Unifying Diffusion Model for State-Dependent Queues"
March
Bergakademie Freiberg, Freiberg, DDR:
"A Unifying Diffusion Model for State-Dependent Queues"
March
Bergakademie Freiberg, Freiberg, DDR:
"Diffusion Approximations for Controlled Queueing Systems"
March
Humboldt Universität, Berlin, DDR:
"An Analytical Interpretation of the Discrete Approximation for the GI/G/1 Queue"
April
Meeting of Research Group on Queueing Systems, Tokyo Institute of Technology, Tokyo, Japan:
"Visiting the Netherlands and DDR: A Report"
November
Meeting of Research Group on Queueing Systems, Tokyo Institute of Technology, Tokyo, Japan:
"An Analytical Interpretation of the Discrete Approximation for the GI/G/1 Queue"
1982
February
Meeting of Research Group on Queueing Theory, Tokyo Institute of Technology, Tokyo, Japan:
"On the paper "A Light Traffic Theorem for Multi-Server Queues," by D.Y. Burman and D.R. Smith"
April
Tokyo Institute of Technology, Tokyo, Japan:
"A Unifying Diffusion Model for State-Dependent Queues"
December
Musashino Laboratories of Nippon Telegram and Telephone, Tokyo, Japan:
"Diffusion Approximation for a Multi-Server Queue with Group Arrivals"
1981
April
Tokyo Institute of Technology, Tokyo, Japan:
"The M^X/G/1 Queue with Different Class of Customers"
October
Meeting of Research Group on Queueing Theory, Tokyo Institute of Technology, Tokyo, Japan:
"Diffusion Approximations: How to Use the Diffusion Equation"
October
Tokyo Institute of Technology, Tokyo, Japan:
"Duality between M/G/s/s and GI(s)/M/1 Queues"
1980
June
Kyoto University, Kyoto, Japan:
"Sequential Piecewise-Linear Approximation for GI/G/1 Queues"