Kijima M.

M. Kijima

Information about the author M. Kijima will soon be added to the site.
Found 4 papers in total
Limiting conditional distributions for birth–death processes
Limiting conditional distributions for birth–death processes
1997
In a recent paper one of us identified all of the quasi-stationary distributions for a...
Bounds for the quasi-stationary distribution of some specialized Markov chains
Bounds for the quasi-stationary distribution of some specialized Markov chains
1995
The quasi-stationary distributions of Markov chains have been investigated by many...
American put options with a finite-set of exercisable time epochs
American put options with a finite-set of exercisable time epochs
1995
The ordinary American put option assumes that investors can exercise their right at...
Numerical exploration of a bivariate Lindley process via the bivariate Laguerre transform
Numerical exploration of a bivariate Lindley process via the bivariate Laguerre transform
1987
In a recent paper by Sumita and Kijima, the bivariate Laguerre transform was...
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