KIMURA Toshkazu 木村俊一

Researcher Number	50143649
Other IDs
External Links
Affiliation (based on the past Project Information) *help	2016 – 2019: 関西大学, 環境都市工学部, 教授 2011 – 2012: 関西大学, 環境都市工学部, 教授 2000 – 2010: Hokkaido Univ., Graduate School of Economics, Professor, 大学院・経済学研究科, 教授 2006: Hokkaido.University, Graduate School of Economics, Prof., 大学院経済学研究科, 教授 1995 – 1999: 北海道大学, 経済学部, 教授 1991 – 1994: 北海道大学, 経済学部, 助教授
Review Section/Research Field	Principal Investigator 社会システム工学 / 社会システム工学 / Social systems engineering/Safety system / General mathematics (including Probability theory/Statistical mathematics) / Mathematical informatics Except Principal Investigator 社会システム工学 / Social systems engineering/Safety system
Keywords	Principal Investigator 待ち行列 / 確率モデル / 性能評価 / 数理ファイナンス / Stochastic Models / 情報ネットワーク / 拡散近似 / 金融工学 / 意思決定 / 信頼性 … More Except Principal Investigator ISDN / LAN / 情報ネットワーク / 性能評価 / トラヒック理論 / 待ち行列理論 / 通信方式 / コンピュータ・ネットワーク / コンピュータネットワーク / Information Network / Performance Evaluation / Traffic Theory / Queneing Theory / Communication System / Computer Networ / 高信頼化システム / ソフトウェア若化 / チェックポイント / 回復処理 / 予防保全 / オンラインアルゴリズム / ソフトウェア信頼性 / システム開発 / highly reliable systems / software rejuvenation / checkpoint / recovery operation / preventive maintenance / on-line algorithms / software reliability / system development Less

アメリカンオプションの最適行使境界に対するシステム内挿近似Principal Investigator
- Principal Investigator
  
  木村俊一
- Project Period (FY)
  2016 – 2019
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Mathematical informatics
- Research Institution
  Kansai University
Exploring Decision Support Models in OR-oriented FinancePrincipal Investigator
- Principal Investigator
  
  KIMURA Toshikazu (KIMURA Toshkazu)
- Project Period (FY)
  2008 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Kansai University
  Hokkaido University
Studies on Modeling of Stock Processes and Its ApplicationsPrincipal Investigator
- Principal Investigator
  
  KIMURA Toshikazu
- Project Period (FY)
  2004 – 2007
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Hokkaido University
Development and Implementation of On-Line Preventive Maintenance Techniques to Realize Highly Reliable Information Communication Systems
- Principal Investigator
  
  DOHI Tadashi
- Project Period (FY)
  2004 – 2006
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Hiroshima University
Studies on Evaluation Technologies for Highly JReliable Computer/Communication SystemsPrincipal Investigator
- Principal Investigator
  
  KIMURA Toshikazu
- Project Period (FY)
  2001 – 2003
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  社会システム工学
- Research Institution
  Hokkaido University
情報ネットワークの自己相似トラヒックモデルの構築Principal Investigator
- Principal Investigator
  
  木村俊一
- Project Period (FY)
  1998 – 1999
- Research Category
  
  Grant-in-Aid for Exploratory Research
- Research Field
  
  社会システム工学
- Research Institution
  Hokkaido University
Exploring Performance Evaluation Models for Highly Reliable Computer/Communication SystemsPrincipal Investigator
- Principal Investigator
  
  KIMURA Toshikazu
- Project Period (FY)
  1998 – 2000
- Research Category
  
  Grant-in-Aid for Scientific Research (B).
- Research Field
  
  社会システム工学
- Research Institution
  HOKKAIDO UNIVERSITY
Dynamic Performance Evaluation and Design of Information HighwaysPrincipal Investigator
- Principal Investigator
  
  KIMURA Toshikazu
- Project Period (FY)
  1996 – 1997
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  社会システム工学
- Research Institution
  Hokkaido University
出生死滅過程をベースとする拡散近似とその応用Principal Investigator
- Principal Investigator
  
  木村俊一
- Project Period (FY)
  1995
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Hokkaido University
Performance Evoluation Models for Information and Tole communication Networks
- Principal Investigator
  
  HASHIDA On
- Project Period (FY)
  1993 – 1994
- Research Category
  
  Grant-in-Aid for Co-operative Research (A)
- Research Field
  
  社会システム工学
- Research Institution
  University of Tsukuba
異常輻輳時における情報ネットワークの過渡特性に関する基礎的研究Principal Investigator
- Principal Investigator
  
  木村俊一
- Project Period (FY)
  1992
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  社会システム工学
- Research Institution
  Hokkaido University
フレキシブルマニュファクチュアリングシステムの設計と評価に関する基礎的研究Principal Investigator
- Principal Investigator
  
  木村俊一
- Project Period (FY)
  1991
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  社会システム工学
- Research Institution
  Hokkaido University

All 2019 2018 2017 2016 2012 2011 2010 2009 2008 2007 2006 2005 2004 Other

All Journal Article Presentation Book

[Book] 待ち行列の数理モデル2016
- Author(s)
  木村俊一
- Total Pages
  224
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-16K00037
[Book] ファイナンス数学2011
- Author(s)
  木村俊一
- Total Pages
  300
- Publisher
  ミネルヴァ書房
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] A Concise Approximation for the Early Exercise Boundary of American Options2019
- Author(s)
  T. Kimura
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 2111 Pages: 12-21
- Open Access
- Data Source
  KAKENHI-PROJECT-16K00037
[Journal Article] Valuing Convertible Bonds with Coupons: A Premium-Decomposition Refinement2019
- Author(s)
  T. Kimura
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 2106 Pages: 73-84
- Open Access
- Data Source
  KAKENHI-PROJECT-16K00037
[Journal Article] AN APPROXIMATE BARRIER OPTION MODEL FOR VALUING EXECUTIVE STOCK OPTIONS2018
- Author(s)
  T. Kimura
- Journal Title
  
  JORSJ
  
  Volume: 61 Issue: 1 Pages: 110-131
- DOI
  10.15807/jorsj.61.110
- NAID
  130006301093
- ISSN
  0453-4514, 2188-8299
- Language
  English
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-16K00037
[Journal Article] A Refined Laplace-Carson Transform Approach to Valuing Convertible Bonds2017
- Author(s)
  T. Kimura
- Journal Title
  
  Journal of the Operations Research Society of Japan
  
  Volume: 60 Pages: 50-65
- NAID
  130005633861
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-16K00037
[Journal Article] Valuing Zero-coupon Convertible Bonds with the Laplace-Carson Transform2017
- Author(s)
  T. Kimura
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 2029 Pages: 29-42
- Open Access
- Data Source
  KAKENHI-PROJECT-16K00037
[Journal Article] Applications of the Laplace-Carson Transform to Option Pricing: A Tutorial2016
- Author(s)
  T. Kimura
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 1983 Pages: 68-89
- Open Access
- Data Source
  KAKENHI-PROJECT-16K00037
[Journal Article] 転換社債価格評価への改良LCTアプローチ2016
- Author(s)
  木村俊一・米盛逸人
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 1990 Pages: 128-135
- Open Access
- Data Source
  KAKENHI-PROJECT-16K00037
[Journal Article] Approximating the Early Exercise Boundary for American-style Options2012
- Author(s)
  Kimura, T.
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 1818 Pages: 1-16
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] The M/G/s Queue2011
- Author(s)
  Kimura, T.
- Journal Title
  
  Wiley Encyclopedia of Operations Research and Management Science
  
  Volume: 4 Pages: 2913-2921
- DOI
  10.1002/9780470400531.eorms0888
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] American Fractional Lookback Options: Valuation and Premium Decomposition2011
- Author(s)
  Kimura, T.
- Journal Title
  
  SIAM Journal on Applied Mathematics
  
  Volume: 71 Pages: 517-539
- DOI
  10.1137/090771831
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Valuing Continuous-Installment Options2010
- Author(s)
  Kimura, T.
- Journal Title
  
  European Journal of Operational Research 201
  
  Pages: 223-230
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Valuing Executive Stock Options : A Quadratic Approximation2010
- Author(s)
  Kimura, T.
- Journal Title
  
  European Journal of Operational Research
  
  Volume: 207 Pages: 1368-1379
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Transient and Asymptotic Behavior of Synchronization Behavior in Assembly-Like Queues2010
- Author(s)
  Alexander, D.R., Premachandra, I.M., Kimura, T.
- Journal Title
  
  Annals of Operations Research
  
  Volume: 181 Pages: 641-659
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Alternative Randomization for Valuing American Options2010
- Author(s)
  Kimura, T.
- Journal Title
  
  Asia-Pacific Journal of Operational Research
  
  Volume: 27 Pages: 167-187
- DOI
  10.1142/s0217595910002624
- NAID
  110003481595
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Evaluating Replacement Project of Nuclear Power Plants under Uncertainty2010
- Author(s)
  Naito, Y., Takashima, R., Kimura, H. and Madarame, H.
- Journal Title
  
  Energy Policy
  
  Volume: 38 Pages: 1321-1329
- DOI
  10.1016/j.enpol.2009.11.010
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Evaluating Replacement Project of Nuclear Power Plants under Uncertainty2010
- Author(s)
  Naito, Y., Takashima, R., Kimura, H., Madarame, H.
- Journal Title
  
  Energy Policy 38
  
  Pages: 1321-1329
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] 原子力発電リプレース投資における減価償却費の評価2010
- Author(s)
  中田翔治・高嶋隆太・長野浩司・木村浩・班目春樹
- Journal Title
  
  日本原子力学会和文論文誌
  
  Volume: 9 Pages: 252-270
- NAID
  10026648215
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Valuing Continuous-Installment Options2010
- Author(s)
  Kimura, T.
- Journal Title
  
  European Journal of Operational Research
  
  Volume: 201 Pages: 223-230
- DOI
  10.1016/j.ejor.2009.02.010
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Valuing Executive Stock Options: A Quadratic Approximation2010
- Author(s)
  Kimura, T.
- Journal Title
  
  European Journal of Operational Research
  
  Volume: 207 Pages: 1368-1379
- DOI
  10.1016/j.ejor.2010.06.041
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Exercise Behaviors and Valuation of Execuive Stock Options2010
- Author(s)
  Kimura, T.
- Journal Title
  
  数理解析研究所講究録 1675
  
  Pages: 1-14
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] American Continuous-Installment Option : Valuation and Premium Decomposition2009
- Author(s)
  Kimura, T.
- Journal Title
  
  SIAM Journal on Applied Mathematics 70
  
  Pages: 803-824
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] American Continuous-Installment Options: Valuation and Premium2009
- Author(s)
  Kimura, T.
- Journal Title
  
  SIAM Journal on Applied Mathematics
  
  Volume: 70 Pages: 803-824
- DOI
  10.1137/080740969
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] American Continuous-Ins tallment Options : Valuation and Prem ium Decomposition2009
- Author(s)
  Kimura, T.
- Journal Title
  
  SIAM Journal on Applied Mathematics 70
  
  Pages: 803-824
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Valuing Finite-Lived Russian Options2008
- Author(s)
  Kimura, T.
- Journal Title
  
  European Journal of Operational Research (in press)
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Entry into the Electricity Market: Uncertainty, Competition, and Mothballing Options2008
- Author(s)
  Takashima, R., Goto, M., Kimura, H. and Madarame, H.
- Journal Title
  
  Energy Economics
  
  Volume: 30 Pages: 1809-1830
- DOI
  10.1016/j.eneco.2007.05.002
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Valuing Finite-Lived Russian Options2008
- Author(s)
  Kimura, T.
- Journal Title
  
  European Journal of Operational Research 189
  
  Pages: 363-374
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Valuing Finite-Lived Russian Options2008
- Author(s)
  Kimura, T.
- Journal Title
  
  European Journal of Operational Research (印刷中)
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Entry into the Electricity Market : Uncertainty, Competition, and Mothballing Options2008
- Author(s)
  Takashima, R, Goto, M., Kimura, H. and Madarame, H.
- Journal Title
  
  Energy Economics 30
  
  Pages: 1809-1830
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Valuing Finite-Lived Russian Options2008
- Author(s)
  Kimura, T.
- Journal Title
  
  European Journal of Operational Research
  
  Volume: 189 Pages: 363-374
- DOI
  10.1016/j.ejor.2007.05.026
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Monte Carlo Analysis of Convertible Bonds with Reset Clauses2006
- Author(s)
  Kimura T., Shinohara, T.
- Journal Title
  
  European Journal of Operational Research 168
  
  Pages: 301-310
- NAID
  110003478809
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] A Pincer Randomization Method for Valuing American Options2006
- Author(s)
  Kimura, T.・Suzuki, T.
- Journal Title
  
  Economic Journal of Hokkaido University 35
  
  Pages: 61-76
- NAID
  110003477387
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] A Pincer Randomization Method for Valuing American Options2006
- Author(s)
  Kimura T., Suzuki, T.
- Journal Title
  
  Economic Journal of Hokkaido University 35
  
  Pages: 61-76
- NAID
  110003477387
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] A Pincer Randomization Method for Valuing American Options2006
- Author(s)
  Kimura, T., Suzuki, T
- Journal Title
  
  Economic Journal of Hokkaido University 35
  
  Pages: 61-76
- NAID
  110003477387
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Monte Carlo Analysis of Convertible Bonds with Rest Clauses2006
- Author(s)
  Kimura, T.・Shinohara, T.
- Journal Title
  
  European Journal of Operational Research 168
  
  Pages: 301-310
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Monte Carlo Analysis of Convertible Bonds with Reset Clauses2006
- Author(s)
  T.Kimura, T.Shinohara
- Journal Title
  
  European Journal of Operational Research 168・2
  
  Pages: 301-310
- NAID
  110003478809
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Monte Carlo Analysis of Convertible Bonds with Reset Clauses2005
- Author(s)
  T.Kimura, T.Shinohara
- Journal Title
  
  European Journal of Operational Research 印刷中
- NAID
  110003478809
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] 株価収益率ボラティリティの変動特性に関する実証分析2004
- Author(s)
  木村俊一, 渡辺岳夫
- Journal Title
  
  経済学研究(北海道大学) 54・3
  
  Pages: 67-85
- NAID
  110004470465
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Diffusion models for ' computer/communication systems2004
- Author(s)
  T.Kimura
- Journal Title
  
  Economic Journal ofHokkaidoUniversity 33
  
  Pages: 37-52
- NAID
  110004470428
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310116
[Journal Article] Diffusion models for computer/communication systems2004
- Author(s)
  T.Kimura
- Journal Title
  
  Economic Journal of Hokkaido University 33
  
  Pages: 37-52
- NAID
  110004470428
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310116
[Journal Article] Empirical Analysis of Stock Return Volatility Dynamics2004
- Author(s)
  Kimura, T., Watanabe, T.
- Journal Title
  
  Economic Studies (Hokkaido University) 54 (in Japanese)
  
  Pages: 313-331
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] 株価収益率ボラティリティの変動特性に関する実証分析2004
- Author(s)
  木村, 俊一・渡辺, 岳夫
- Journal Title
  
  経済学研究(北海道大学) 54
  
  Pages: 313-331
- NAID
  110004470465
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] A Premium-Decomposition Refinement of Valuing Convertible Bonds with Continuous Coupons2019
- Author(s)
  T. Kimura
- Organizer
  EURO2018: 29th European Conference on Operational Research
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K00037
[Presentation] 積分変換によるオプション価格評価：現状と展望2019
- Author(s)
  木村俊一
- Organizer
  「ファイナンスの数理解析とその応用」研究集会
- Invited
- Data Source
  KAKENHI-PROJECT-16K00037
[Presentation] A Concise Approximation for the Early Exercise Boundary of American Options2019
- Author(s)
  T. Kimura
- Organizer
  「ファイナンスの数理解析とその応用」研究集会
- Data Source
  KAKENHI-PROJECT-16K00037
[Presentation] Approximations for the Early Exercise Boundary of American-style Options: A Review2018
- Author(s)
  T. Kimura
- Organizer
  大阪大学数理・データ科学教育研究センター中之島ワークショップ「金融工学・数理計量ファイナンスの諸問題2018」
- Invited
- Data Source
  KAKENHI-PROJECT-16K00037
[Presentation] A Premium-Decomposition Refinement of Valuing Convertible Bonds with Continuous Coupons2018
- Author(s)
  T. Kimura
- Organizer
  EURO 2018: The 28th European Conference on Operational Research
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K00037
[Presentation] A Concise Approximation for the Early Exercise Boundary of American Options2018
- Author(s)
  T. Kimura
- Organizer
  京都大学数理解析研究所「ファイナンスの数理解析とその応用」研究集会
- Data Source
  KAKENHI-PROJECT-16K00037
[Presentation] Valuing Convertible Bonds with Coupons2017
- Author(s)
  T. Kimura
- Organizer
  「ファイナンスの数理解析とその応用」研究集会
- Data Source
  KAKENHI-PROJECT-16K00037
[Presentation] Valuing Employee Stock Options with a Barrier Option Model2017
- Author(s)
  T. Kimura
- Organizer
  IFORS2017: The 21st Conference of the International Federation of Operational Research Societies
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K00037
[Presentation] A Refined Laplace-Carson Transform Approach to Valuing Convertible Bonds2016
- Author(s)
  T. Kimura
- Organizer
  「ファイナンスの数理解析とその応用」研究集会
- Place of Presentation
  京都大学数理解析研究所（京都府京都市）
- Year and Date
  2016-11-28
- Data Source
  KAKENHI-PROJECT-16K00037
[Presentation] Raise the Laplacian Curtain, and Let the Sunshine in!2016
- Author(s)
  T. Kimura
- Organizer
  日本オペレーションズ・リサーチ学会4部合同研究会
- Place of Presentation
  常翔学園大阪センター（大阪府大阪市）
- Invited
- Data Source
  KAKENHI-PROJECT-16K00037
[Presentation] Approximating the Early Exercise Boundary for American-style Options2012
- Author(s)
  木村俊一
- Organizer
  平成24年度数理解析研究所研究集会「ファイナンスの数理解析とその応用」
- Place of Presentation
  京都大学
- Year and Date
  2012-09-18
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 原子力発電のパフォーマンス評価のためのデータ分析2010
- Author(s)
  中田翔治・木村浩・長崎晋也・高嶋隆太・長野浩二
- Organizer
  日本原子力学会2010年秋の大会
- Place of Presentation
  北海道大学
- Year and Date
  2010-09-16
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Replacement, Refurbishment, and Decommissioning of Nuclear Power Planls2010
- Author(s)
  中田翔治・高嶋隆太・長野浩司・班目春樹・木村浩
- Organizer
  日本オペレーションズ・リサーチ学会2010年春季研究発表会
- Place of Presentation
  首都大学東京
- Year and Date
  2010-03-05
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Valuing Executive Stock Options : A Quadratic Approximation2010
- Author(s)
  Kimura, T
- Organizer
  日本金融・証券計量・工学学会2010年度夏季大会
- Place of Presentation
  成城大学
- Year and Date
  2010-07-31
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] ストック・オプションの公正価値評価に関するサーベイ2010
- Author(s)
  木村俊一・杉本匡
- Organizer
  平成22年度数理解析研究所研究集会「不確実性下における意思決定問題」
- Place of Presentation
  京都大学
- Year and Date
  2010-11-24
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Continuous-Time Models for Valuing Executive Stock Options2010
- Author(s)
  Kimura, T.
- Organizer
  大阪大学金融・保険教育研究センター「金融工学・数理・計量ファイナンスの諸問題」中之島ワークショップ
- Place of Presentation
  大阪市中央公会堂招待講演
- Year and Date
  2010-12-03
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] A Barrier Option Model for Valuing Executive Stock Options2009
- Author(s)
  Kimura, T.
- Organizer
  第32回冬季JAFEE大会
- Place of Presentation
  明治大学
- Year and Date
  2009-12-23
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Transient and Asymptotic Analysis of Synchrbnization Processes in Assembly-Like Queues2009
- Author(s)
  Alexander, DR, Premachandra, LM. and Kimura, T.
- Organizer
  日本オペレーションズ・リサーチ学会2009年春季研究発表会
- Place of Presentation
  筑波大学
- Year and Date
  2009-03-18
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 不確実性下における原子力発電リプレースと減価償却の評価2009
- Author(s)
  中田翔治・高嶋隆太・長野浩司・班目春樹・木村浩
- Organizer
  日本オペレーションズ・リサーチ学会2009年秋季研究発表会
- Place of Presentation
  長崎大学
- Year and Date
  2009-09-10
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] プロジェクトファイナンスによる発電プラント建設の経済性評価2009
- Author(s)
  大畑翔柄・高嶋隆太・長野浩司・班目春樹・木村浩
- Organizer
  日本オペレーションズ・リサーチ学会2009年秋季研究発表会
- Place of Presentation
  長崎大学
- Year and Date
  2009-09-10
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Valuing Executive Stock Options : A Barrier Option Model2009
- Author(s)
  Kimura, T.
- Organizer
  Seminar at the Department of Finance and Quantitative Analysis
- Place of Presentation
  University of Otago, New Zealand
- Year and Date
  2009-10-08
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Transient and Asymptotic Analysis of Synchronization Processes in Assembly-Like Queues2009
- Author(s)
  Alexander, DR, Premachandra, I. M. and Kimura, T.
- Organizer
  The 27th Queueing Symposium, "Stochastic Models and Their Applications
- Place of Presentation
  松本東急イン
- Year and Date
  2009-01-22
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Exercise Behaviors and Valuation of Executive Stock Options2009
- Author(s)
  Kimura, T.
- Organizer
  数理解析研究所研究集会「ファイナンスの数理解析とその応用」
- Place of Presentation
  京都大学
- Year and Date
  2009-11-25
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Valuing American Continuous-Installment Options2008
- Author(s)
  Kimura, T.
- Organizer
  Seminar at the Department of Finance and Quantitative Analysis
- Place of Presentation
  University of Otago, New Zealand
- Year and Date
  2008-10-22
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Valuing Executive Stock Options: A Quadratic Approximation2008
- Author(s)
  Kimura, T.
- Organizer
  Seminar at the Department of Finance and Quantitative Analysis
- Place of Presentation
  University of Otago, New Zealand
- Year and Date
  2008-11-13
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Valuing Executive Stock Options: A Quadratic Approximation2008
- Author(s)
  Kimura, T.
- Organizer
  ORSJ 2008 Spring Meeting
- Place of Presentation
  Kyoto College of Graduate Studies for Informatics
- Year and Date
  2008-03-26
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing Executive Stock Options: A Quadratic Approximation2008
- Author(s)
  Kimura, T.
- Organizer
  日本オペレーションズ・リサーチ学会2008年春季研究発表会
- Place of Presentation
  京都情報大学院大学
- Year and Date
  2008-03-26
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing Russian Options with Finite Time Horizon2007
- Author(s)
  Kimura, T.
- Organizer
  2007 RASOR Nanzan: 2007 International Workshop on Recent Advances in Stochastic Operations Research
- Place of Presentation
  南山大学
- Year and Date
  2007-03-05
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] 連続インストールメント・オプションの価格評価2007
- Author(s)
  木村, 俊一
- Organizer
  日本オペレーションズ・リサーチ学会「ファイナンスと意思決定」研究部会
- Place of Presentation
  首都大学東京
- Year and Date
  2007-05-25
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] ストック・オプション公正価値評価のための数理モデル:サーベイ2007
- Author(s)
  木村俊一・佐藤集子
- Organizer
  数理解析研究所「不確実な状況における意思決定の理論と応用」研究集会
- Place of Presentation
  京都大学
- Year and Date
  2007-11-12
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Mathematical Models for Valuing Executive Stock Options: A Survey2007
- Author(s)
  Kimura, T., Sato, S.
- Organizer
  RIMS Workshop
- Place of Presentation
  Kyoto University
- Year and Date
  2007-11-12
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuation of Continuous-Installment Options2007
- Author(s)
  Kimura, T.
- Organizer
  ORSJ SIG Meeting on Finance and Decision Making
- Place of Presentation
  Tokyo Metropolitan University
- Year and Date
  2007-05-25
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] ストック・オプション公正価値評価のための数理モデル : サーベイ2007
- Author(s)
  木村, 俊一・佐藤, 集子
- Organizer
  「不確実な状況における意思決定の理論と応用」研究集会
- Place of Presentation
  京都大学数理解析研究所
- Year and Date
  2007-11-12
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Put-Call Symmetry for Continuous-Installment Options2007
- Author(s)
  Kimura, T.
- Organizer
  第11回計画数学関係研究集会
- Place of Presentation
  金沢学院大学
- Year and Date
  2007-10-13
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing Executive Stock Options: A Simple Continuous-Time Model2007
- Author(s)
  Kimura, T.
- Organizer
  RIMS Workshop
- Place of Presentation
  Kyoto University
- Year and Date
  2007-11-19
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Premium Decomposition of Continuous-Installment Options2007
- Author(s)
  Kimura, T.
- Organizer
  ORSJ 2007 Fall Meeting
- Place of Presentation
  GRIPS
- Year and Date
  2007-09-27
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuation of Finite-Lived Russian Options2007
- Author(s)
  Kimura, T.
- Organizer
  日本オペレーションズ・リサーチ学会2007年春季研究発表会
- Place of Presentation
  鳥取大学
- Year and Date
  2007-03-28
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Premium Decomposition of Continuous-Installment Options2007
- Author(s)
  Kimura, T.
- Organizer
  日本オペレーションズ・リサーチ学会2007年秋季研究発表会
- Place of Presentation
  政策研究大学院大学
- Year and Date
  2007-09-27
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing Russian Options with Finite Time Horizon2007
- Author(s)
  Kimura, T.
- Organizer
  2007 RASOR Nanzan
- Place of Presentation
  Nanzan University
- Year and Date
  2007-03-05
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing Executive Stock Options: A Simple Continuous-Time Model2007
- Author(s)
  Kimura, T.
- Organizer
  「ファイナンスの数理解析とその応用」研究集会
- Place of Presentation
  京都大学数理解析研究所
- Year and Date
  2007-11-19
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] 転換社債の価格評価:ラプラス変換アプローチ2007
- Author(s)
  木村, 俊一・石原, 直美
- Organizer
  「不確実な状況における意思決定の理論と応用」研究集会
- Place of Presentation
  京都大学数理解析研究所
- Year and Date
  2007-11-12
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing American Continuous-Installment Options2007
- Author(s)
  Kimura, T.
- Organizer
  日本ファイナンス学会第15回大会
- Place of Presentation
  慶応義塾大学
- Year and Date
  2007-06-17
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing Convertible Bonds: A Laplace Transform Approach2007
- Author(s)
  Kimura, T., Ishihara, N.
- Organizer
  RIMS Workshop
- Place of Presentation
  Kyoto University
- Year and Date
  2007-11-12
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing Russian Options with Finite Time Horizon via Laplace Transforms2007
- Author(s)
  Kimura, T.
- Organizer
  JAFEE 2006 Winter Meeting
- Place of Presentation
  Hosei University
- Year and Date
  2007-01-23
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing Russian Options with Finite Time Horizon via Laplace Transforms2007
- Author(s)
  Kimura, T.
- Organizer
  日本金融・証券計量・工学学会2006年度冬季大会
- Place of Presentation
  法政大学
- Year and Date
  2007-01-23
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] 転換社債の価格評価:ラプラス変換アプローチ2007
- Author(s)
  木村俊一・石原直美
- Organizer
  数理解析研究所「不確実な状況における意思決定の理論と応用」研究集会
- Place of Presentation
  京都大学
- Year and Date
  2007-11-12
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuation of Finite-Lived Russian Options2007
- Author(s)
  Kimura, T.
- Organizer
  ORSJ 2007 Spring Meeting
- Place of Presentation
  Tottori University
- Year and Date
  2007-03-28
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Put-Call Symmetry for Continuous-Installment Options2007
- Author(s)
  Kimura, T.
- Organizer
  11th Workshop on Mathematics for Programming
- Place of Presentation
  Kanazawa Gakuin University
- Year and Date
  2007-10-13
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing American Continuous-Installment Options2007
- Author(s)
  Kimura, T.
- Organizer
  National Meeting of the Nippon Finance Association
- Place of Presentation
  Keio University
- Year and Date
  2007-06-17
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing Executive Stock Options: A Simple Continuouo-Time Model2007
- Author(s)
  木村俊一
- Organizer
  数理解析研究所「ファイナンスの数理解析とその応用」研究集会
- Place of Presentation
  京都大学
- Year and Date
  2007-11-19
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing Continuous-Installment Options2006
- Author(s)
  Kimura, T., Kikuchi, K.
- Organizer
  ORSJ 2006 Spring Meeting
- Place of Presentation
  Chuo University
- Year and Date
  2006-03-15
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing Continuous-Installment Options2006
- Author(s)
  Kimura, T.・Kikuchi, K.
- Organizer
  日本オペレーションズ・リサーチ学会2006年春季研究発表会
- Place of Presentation
  中央大学
- Year and Date
  2006-03-15
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing Continuous-Installment Options via Laplace Transforms: .European vs. American2006
- Author(s)
  Kimura, T.
- Organizer
  「金融工学・数理・計量ファイナンスの諸問題」ワークショップ
- Place of Presentation
  大阪大学金融・保険教育研究センター
- Year and Date
  2006-12-07
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing Continuous-Installment Options: A Laplace Transform Approach2006
- Author(s)
  Kimura, T.・Kikuchi, K.
- Organizer
  Sapporo Symposium on Financial Engineering and Its Applications
- Place of Presentation
  北海道大学
- Year and Date
  2006-09-16
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing Continuous-Installment Options: A Laplace Transform Approach2006
- Author(s)
  Kimura, T., Kikuchi, K.
- Organizer
  Sapporo Symposium on Financial Engineering and Its Applications
- Place of Presentation
  Hokkaido University
- Year and Date
  2006-09-16
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] アメリカ型交換オプションの価格評価とその応用2006
- Author(s)
  木村, 俊一・神力, 慎太郎
- Organizer
  「不確実性を含む意思決定の数理とその応用」研究集会
- Place of Presentation
  京都大学数理解析研究所
- Year and Date
  2006-11-13
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing American Continuous-Installment Options2006
- Author(s)
  Kimura, T., Kikuchi, K.
- Organizer
  RIMS Workshop
- Place of Presentation
  Kyoto University
- Year and Date
  2006-11-13
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Optimal Stopping Problems in the Valuation of Continuous-Installment Options2006
- Author(s)
  Kimura, T.
- Organizer
  第10回計画数学関係研究集会
- Place of Presentation
  高知大学
- Year and Date
  2006-10-21
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Russian Options with a Finite Time Horizon: A Laplace Transform Approach2006
- Author(s)
  Kimura, T.
- Organizer
  RIMS Workshop
- Place of Presentation
  Kyoto University
- Year and Date
  2006-11-13
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] American-Style Fractional Lookback Options2006
- Author(s)
  Kimura, T.・Kikuchi, K.
- Organizer
  The Second Sapporo Workshop on Financial Engineering and Its Applications
- Place of Presentation
  北海道大学
- Year and Date
  2006-02-06
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Optimal Stopping Problems in the Valuation of Continuous-Installment Options2006
- Author(s)
  Kimura, T.
- Organizer
  10th Workshop on Mathematics for Programming
- Place of Presentation
  Kochi University
- Year and Date
  2006-10-21
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing Continuous-Installment Options by Numerical Transform Inversion2006
- Author(s)
  Kimura, T., Kikuchi, K.
- Organizer
  Second Sapporo Workshop on Financial Engineering and Its Applications
- Place of Presentation
  Hokkaido University
- Year and Date
  2006-02-06
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing American Continuous-Installment Options by Numerical Transform Inversion2006
- Author(s)
  Kimura, T., Kikuchi, K.
- Organizer
  ORSJ 2006 Fall Meeting
- Place of Presentation
  Aichi University
- Year and Date
  2006-09-12
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing of American Exchange Options and Its Applications2006
- Author(s)
  Kimura, T., Jinriki, S.
- Organizer
  RIMS Workshop
- Place of Presentation
  Kyoto University
- Year and Date
  2006-11-13
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] 数値的逆変換によるインストールメント・オプションの価格評価2006
- Author(s)
  木村, 俊一・菊地, 一哲
- Organizer
  The Second Sapporo Workshop on Financial Engineering and Its Applications
- Place of Presentation
  北海道大学
- Year and Date
  2006-02-06
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] American-Style Fractional Lookback Options2006
- Author(s)
  Kimura, T.・Kikuchi, K.
- Organizer
  日本ファナイナンス学会第14回大会
- Place of Presentation
  東京大学
- Year and Date
  2006-06-12
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] American-Style Fractional Lookback Options2006
- Author(s)
  Kimura, T., Kikuchi, K.
- Organizer
  Second Sapporo Workshop on Financial Engineering and Its Applications
- Place of Presentation
  Hokkaido University
- Year and Date
  2006-02-06
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Russian Options with a Finite Time Horizn: A Laplace Transform Approach2006
- Author(s)
  Kimura, T.
- Organizer
  「不確実性を含む意思決定の数理とその応用」研究集会
- Place of Presentation
  京都大学数理解析研究所
- Year and Date
  2006-11-13
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing Continuous-Installment Options: A Laplace Transform Approach2006
- Author(s)
  Kimura, T.・Kikuchi, K.
- Organizer
  QMF2006: Quantitative Methods in Finance Conference
- Place of Presentation
  Sydney, Australia
- Year and Date
  2006-12-13
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] アメリカ型連続インストールメント・オプションの価格評価2006
- Author(s)
  木村, 俊一・菊地, 一哲
- Organizer
  「不確実性を含む意思決定の数理とその応用」研究集会
- Place of Presentation
  京都大学数理解析研究所
- Year and Date
  2006-11-13
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] American-Style Fractional Lookback Options2006
- Author(s)
  Kimura, T., Kikuchi, K.
- Organizer
  National Meeting of the Nippon Finance Association
- Place of Presentation
  University of Tokyo
- Year and Date
  2006-06-12
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing Continuous-Installment Options2006
- Author(s)
  Kimura, T.・Kikuchi, K.
- Organizer
  BFS2006: Bachelier Finance Society 2006 Fourth World Congress
- Place of Presentation
  一橋大学
- Year and Date
  2006-08-19
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing Continuous-Installment Options via Laplace Transforms: European vs. American2006
- Author(s)
  Kimura, T.
- Organizer
  Financial Workshop
- Place of Presentation
  Osaka University
- Year and Date
  2006-12-07
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing American Continuous-Installment Options by Numerical Transform Inversion2006
- Author(s)
  Kimura, T.・Kikuchi, K.
- Organizer
  日本オペレーションズ・リサーチ学会2006年秋季研究発表会
- Place of Presentation
  愛知大学
- Year and Date
  2006-09-12
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing American Floating-Strike Lookback Options2005
- Author(s)
  Kimura, T., Kikuchi, K.
- Organizer
  ORSJ 2005 Fall Meeting
- Place of Presentation
  Kobe Gakuin University
- Year and Date
  2005-09-14
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] American-Style Fractional Lookback Options2005
- Author(s)
  Kimura, T.・Kikuchi, K.
- Organizer
  「不確実性の下での意思決定と数理モデル」研究集会
- Place of Presentation
  京都大学数理解析研究所
- Year and Date
  2005-11-07
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing American Floating-Strike Lookback Options2005
- Author(s)
  Kimura, T.
- Organizer
  日本オペレーションズ・リサーチ学会北海道支部研究会
- Place of Presentation
  北海道大学
- Year and Date
  2005-09-02
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] A Pincer Randomization Method for Pricing American Options2005
- Author(s)
  Kimura, T., Suzuki, T.
- Organizer
  National Meeting of the Nippon Finance Association
- Place of Presentation
  Yokohama National University
- Year and Date
  2005-06-18
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] A Pincer Randomization Method for Pricing American Options2005
- Author(s)
  Kimura, T., Suzuki, T.
- Organizer
  ORSJ 2005 Spring Meeting
- Place of Presentation
  Tokyo University of Agriculture and Technology
- Year and Date
  2005-03-17
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing American Floating-Strike Lookback Options2005
- Author(s)
  Kimura, T.・Kikuchi, K.
- Organizer
  日本オペレーションズ・リサーチ学会2005年秋季研究発表会
- Place of Presentation
  神戸学院大学
- Year and Date
  2005-09-14
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] A Pincer Randomization Method for Pricing American Options2005
- Author(s)
  Kimura, T.
- Organizer
  2005 Research Workshop
- Place of Presentation
  Nanzan University
- Year and Date
  2005-06-24
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] 数値的逆変換によるインストールメント・オプションの価格評価2005
- Author(s)
  木村, 俊一・菊地, 一哲
- Organizer
  「不確実性の下での意思決定と数理モデル」研究集会
- Place of Presentation
  京都大学数理解析研究所
- Year and Date
  2005-11-07
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] A Pincer Randomization Method for Pricing American Options2005
- Author(s)
  Kimura, T.
- Organizer
  2005年度科研費研究集会
- Place of Presentation
  南山大学
- Year and Date
  2005-06-24
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing American Floating-Strike Lookback Options2005
- Author(s)
  Kimura, T.
- Organizer
  SIG Meeting of the ORSJ Hokkaido Branch
- Place of Presentation
  Hokkaido University
- Year and Date
  2005-09-02
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] A Pincer Randomization Method for Pricing American Options2005
- Author(s)
  Kimura, T.・Suzuki, T.
- Organizer
  日本ファイナンス学会第13回大会
- Place of Presentation
  横浜国立大学
- Year and Date
  2005-06-18
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing Continuous-Installment Options2005
- Author(s)
  Kimura, T., Kikuchi, K.
- Organizer
  BFS2006: Bachelier Finance Society 2006 Fourth World Congress
- Place of Presentation
  Hitotsubashi University
- Year and Date
  2005-08-19
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing American-Style Lookback Options of Floating Strike Type: A Laplace Transform Approach2005
- Author(s)
  Kimura, T.・Kikuchi, K.
- Organizer
  QMF2005: Quantitative Methods in Finance Conferertce
- Place of Presentation
  Sydney, Australia
- Year and Date
  2005-12-15
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] American-Style Fractional Lookback Options2005
- Author(s)
  Kimura, T., Kikuchi, K.
- Organizer
  RIMS Workshop
- Place of Presentation
  Kyoto University
- Year and Date
  2005-11-07
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing Continuous-Installment Options by Numerical Transform Inversion2005
- Author(s)
  Kimura, T., Kikuchi, K.
- Organizer
  RIMS Workshop
- Place of Presentation
  Kyoto University
- Year and Date
  2005-11-07
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing American-Style Lookback Options of Floating Strike Type: A Laplace Transform Approach2005
- Author(s)
  Kimura, T., Kikuchi, K.
- Organizer
  QMF2005: Quantitative Methods in Finance Conference
- Place of Presentation
  Sydney, Australia
- Year and Date
  2005-12-15
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] A Pincer Randomization Method for Pricing American Options2005
- Author(s)
  Kimura, T.・Suzuki, T.
- Organizer
  日本オペレーションズ・リサーチ学会2005年春季研究発表会
- Place of Presentation
  東京農工大学
- Year and Date
  2005-03-17
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Alternative Randomization for Valuing American Options2004
- Author(s)
  Kimura, T.
- Organizer
  日本ファイナンス学会第12回大会
- Place of Presentation
  中央大学
- Year and Date
  2004-05-30
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] 確率化法によるエイジアン・オプションの価格評価2004
- Author(s)
  木村, 俊一・菊地, 一哲
- Organizer
  「不確実性科学と意思決定の数理と応用」研究集会
- Place of Presentation
  京都大学数理解析研究所
- Year and Date
  2004-11-24
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] A Pincer Randomization Method for Pricing American Options2004
- Author(s)
  Kimura, T., Suzuki, T.
- Organizer
  RIMS Workshop
- Place of Presentation
  Kyoto University
- Year and Date
  2004-11-24
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Alternative Randomization for Valuing American Options2004
- Author(s)
  Kimura, T.
- Organizer
  2004 Daiwa International Workshop on Financial Engineering
- Place of Presentation
  Kyoto University
- Year and Date
  2004-08-31
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Alternative Randomization for Valuing American Options2004
- Author(s)
  Kimura, T.
- Organizer
  National Meeting of the Nippon Finance Association
- Place of Presentation
  Chuo University
- Year and Date
  2004-05-30
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Alternative Randomization for Valuing American Options2004
- Author(s)
  Kimura, T.
- Organizer
  金融工学セミナー
- Place of Presentation
  広島大学金融工学プロジェクト研究センター
- Year and Date
  2004-07-09
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] A Pincer Randomization Method for Pricing American Options2004
- Author(s)
  Kimura, T.・Suzuki, T.
- Organizer
  「不確実性科学と意思決定の数理と応用」研究集会
- Place of Presentation
  京都大学数理解析研究所
- Year and Date
  2004-11-24
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Alternative Randomization for Valuing American Options2004
- Author(s)
  Kimura, T.
- Organizer
  2004 Daiwa International Workshop on Financial Engineering
- Place of Presentation
  京都大学
- Year and Date
  2004-08-31
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Pricing Asian Options via Randomization2004
- Author(s)
  Kimura, T., Kikuchi, K.
- Organizer
  RIMS Workshop
- Place of Presentation
  Kyoto University
- Year and Date
  2004-11-24
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Alternative Randomization for Valuing American Options2004
- Author(s)
  Kimura, T.
- Organizer
  Seminar at the Research Center of Financial Engineering Projects
- Place of Presentation
  Hiroshima University
- Year and Date
  2004-07-09
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Approximating the Early Exercise Boundary for American-style Options
- Author(s)
  Kimura, T.
- Organizer
  平成24年度数理解析研究所研究集会「ファイナンスの数理解析とその応用」
- Place of Presentation
  京都大学
- Data Source
  KAKENHI-PROJECT-20241037

1. OSAKI Shunji (10034399)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
2. KAIO Naoto (80148741)

# of Collaborated Projects: 3 results

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3. OKAMURA Hiroyuki (10311812)

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4. DOHI Tadashi (00243600)

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5. INOUE Akihiko (50168431)

# of Collaborated Projects: 2 results

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6. SUZUKI Teruyoshi (90360891)

# of Collaborated Projects: 2 results

# of Collaborated Products: 9 results
7. TAKAHASHI Yoshitaka (20329064)

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# of Collaborated Products: 0 results
8. SAWAKI Katsushige (80065482)

# of Collaborated Projects: 1 results

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9. TSUJIMURA Motoo (40335328)

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10. SUZUKI Atsuo (60513702)

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11. TAKASHIMA Ryuta (50401138)

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# of Collaborated Products: 9 results
12. YAGI Kyoko (80451847)

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13. GOTO Makoto (30434286)

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14. NAKANO Yumiharu (00452409)

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15. HASHIDA On (70228401)

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16. TAKAHASHI Yukio (70016153)

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17. HASEGAWA Tohru (40025911)

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18. MORIMURA Hidenori (50016010)

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19. MORI Masao (80016568)

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20. KOZUMI Hideo (10261273)

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21. RINSAKA Kouichirou (20351794)

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KIMURA Toshkazu 木村 俊一

Research Projects

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アメリカンオプションの最適行使境界に対するシステム内挿近似Principal Investigator

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Exploring Decision Support Models in OR-oriented FinancePrincipal Investigator

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Studies on Modeling of Stock Processes and Its ApplicationsPrincipal Investigator

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Development and Implementation of On-Line Preventive Maintenance Techniques to Realize Highly Reliable Information Communication Systems

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Studies on Evaluation Technologies for Highly JReliable Computer/Communication SystemsPrincipal Investigator

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情報ネットワークの自己相似トラヒックモデルの構築Principal Investigator

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Exploring Performance Evaluation Models for Highly Reliable Computer/Communication SystemsPrincipal Investigator

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Dynamic Performance Evaluation and Design of Information HighwaysPrincipal Investigator

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出生死滅過程をベースとする拡散近似とその応用Principal Investigator

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Performance Evoluation Models for Information and Tole communication Networks

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異常輻輳時における情報ネットワークの過渡特性に関する基礎的研究Principal Investigator

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フレキシブルマニュファクチュアリングシステムの設計と評価に関する基礎的研究Principal Investigator

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[Book] 待ち行列の数理モデル2016

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Total Pages

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KIMURA Toshkazu 木村俊一