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Athanassios N. Avramidis
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2020 – today
- 2021
- [j12]Athanassios N. Avramidis
, Arnoud V. den Boer:
Dynamic pricing with finite price sets: a non-parametric approach. Math. Methods Oper. Res. 94(1): 1-34 (2021) - 2020
- [j11]Athanassios N. Avramidis
A pricing problem with unknown arrival rate and price sensitivity. Math. Methods Oper. Res. 92(1): 77-106 (2020)
2010 – 2019
- 2014
- [j10]Athanassios N. Avramidis
Constructing Discrete Unbounded Distributions with Gaussian-Copula Dependence and Given Rank Correlation. INFORMS J. Comput. 26(2): 269-279 (2014) - 2013
- [c14]Philippa A. Hiscock, Athanassios N. Avramidis
Predicting Micro-Level Behavior in Online Communities for Risk Management. ECDA 2013: 445-454 - 2011
- [c13]Athanassios N. Avramidis
A cross-validation approach to bandwidth selection for a kernel-based estimate of the density of a conditional expectation. WSC 2011: 439-443 - 2010
- [j9]Athanassios N. Avramidis
Optimizing daily agent scheduling in a multiskill call center. Eur. J. Oper. Res. 200(3): 822-832 (2010)
2000 – 2009
- 2009
- [j8]Athanassios N. Avramidis
Efficient Correlation Matching for Fitting Discrete Multivariate Distributions with Arbitrary Marginals and Normal-Copula Dependence. INFORMS J. Comput. 21(1): 88-106 (2009) - [c12]Athanassios N. Avramidis
Fitting Discrete Multivariate Distributions with Unbounded Marginals and Normal-copula Dependence. WSC 2009: 452-458 - 2007
- [j7]Alexandre Deslauriers, Pierre L'Ecuyer
Markov chain models of a telephone call center with call blending. Comput. Oper. Res. 34(6): 1616-1645 (2007) - 2006
- [j6]Athanassios N. Avramidis
Efficient Monte Carlo and Quasi - Monte Carlo Option Pricing Under the Variance Gamma Model. Manag. Sci. 52(12): 1930-1944 (2006) - 2005
- [c11]Athanassios N. Avramidis
Modeling and simulation of call centers. WSC 2005: 144-152 - 2004
- [j5]Athanassios N. Avramidis
Modeling Daily Arrivals to a Telephone Call Center. Manag. Sci. 50(7): 896-908 (2004) - [c10]Athanassios N. Avramidis:
Efficient Pricing of Barrier Options with the Variance-Gamma Model. WSC 2004: 1574-1578 - 2003
- [c9]Athanassios N. Avramidis
New simulation methodology for finance: efficient simulation of gamma and variance-gamma processes. WSC 2003: 319-326 - [c8]Juta Pichitlamken, Alexandre Deslauriers, Pierre L'Ecuyer, Athanassios N. Avramidis
Customer relations management: call center operations: modelling and simulation of a telephone call center. WSC 2003: 1805-1812 - 2002
- [c7]Athanassios N. Avramidis
Derivatives and credit risk: importance sampling for multimodal functions and application to pricing exotic options. WSC 2002: 1493-1501 - [c6]Athanassios N. Avramidis
Problems in financial engineering: convergence of the stochastic mesh estimator for pricing American options. WSC 2002: 1560-1567
1990 – 1999
- 1999
- [c5]Athanassios N. Avramidis, Paul Hyden:
Efficiency improvements for pricing American options with a stochastic mesh. WSC 1999: 344-350 - 1998
- [j4]Athanassios N. Avramidis
Correlation-Induction Techniques for Estimating Quantiles in Simulation Experiments. Oper. Res. 46(4): 574-591 (1998) - 1996
- [j3]Athanassios N. Avramidis
Integrated Variance Reduction Strategies for Simulation. Oper. Res. 44(2): 327-346 (1996) - 1995
- [c4]Athanassios N. Avramidis, James R. Wilson:
Correlation-Induction Techniques for Estimating Quantiles in Simulation Experiments. WSC 1995: 268-277 - 1994
- [j2]Athanassios N. Avramidis
A Flexible Method for Estimating Inverse Distribution Functions in Simulation Experiments. INFORMS J. Comput. 6(4): 342-355 (1994) - 1993
- [j1]Athanassios N. Avramidis
A splitting scheme for control variates. Oper. Res. Lett. 14(4): 187-198 (1993) - [c3]Athanassios N. Avramidis
Integrated variance reduction strategies. WSC 1993: 445-454 - 1992
- [c2]Athanassios N. Avramidis
Variance Reduction for Quantile Estimation via Correlation Induction. WSC 1992: 572-576
1980 – 1989
- 1989
- [c1]Athanassios N. Avramidis, James R. Wilson:
A flexible method for estimating inverse distribution functions in simulation experiments. WSC 1989: 428-436
Coauthor Index
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