Athanassios N. Avramidis

26 papers Misc 13Journal 12Unranked 1
YearRankTypeTitle / Venue / Authors
2021 J jnl
Dynamic pricing with finite price sets: a non-parametric approach.
Math. Methods Oper. Res.
Athanassios N. Avramidis, Arnoud V. den Boer
2020 J jnl
A pricing problem with unknown arrival rate and price sensitivity.
Math. Methods Oper. Res.
Athanassios N. Avramidis
2014 J jnl
Constructing Discrete Unbounded Distributions with Gaussian-Copula Dependence and Given Rank Correlation.
INFORMS J. Comput.
Athanassios N. Avramidis
2013 — conf
Predicting Micro-Level Behavior in Online Communities for Risk Management.
ECDA
Philippa A. Hiscock, Athanassios N. Avramidis, Jörg Fliege
2011 Misc conf
A cross-validation approach to bandwidth selection for a kernel-based estimate of the density of a conditional expectation.
WSC
Athanassios N. Avramidis
2010 J jnl
Optimizing daily agent scheduling in a multiskill call center.
Eur. J. Oper. Res.
Athanassios N. Avramidis, Wyean Chan, Michel Gendreau, Pierre L'Ecuyer, Ornella Pisacane
2009 J jnl
Efficient Correlation Matching for Fitting Discrete Multivariate Distributions with Arbitrary Marginals and Normal-Copula Dependence.
INFORMS J. Comput.
Athanassios N. Avramidis, Nabil Channouf, Pierre L'Ecuyer
2009 Misc conf
Fitting Discrete Multivariate Distributions with Unbounded Marginals and Normal-copula Dependence.
WSC
Athanassios N. Avramidis
2007 J jnl
Markov chain models of a telephone call center with call blending.
Comput. Oper. Res.
Alexandre Deslauriers, Pierre L'Ecuyer, Juta Pichitlamken, Armann Ingolfsson, Athanassios N. Avramidis
2006 J jnl
Efficient Monte Carlo and Quasi - Monte Carlo Option Pricing Under the Variance Gamma Model.
Manag. Sci.
Athanassios N. Avramidis, Pierre L'Ecuyer
2005 Misc conf
Modeling and simulation of call centers.
WSC
Athanassios N. Avramidis, Pierre L'Ecuyer
2004 Misc conf
Efficient Pricing of Barrier Options with the Variance-Gamma Model.
WSC
Athanassios N. Avramidis
2004 J jnl
Modeling Daily Arrivals to a Telephone Call Center.
Manag. Sci.
Athanassios N. Avramidis, Alexandre Deslauriers, Pierre L'Ecuyer
2003 Misc conf
Customer relations management: call center operations: modelling and simulation of a telephone call center.
WSC
Juta Pichitlamken, Alexandre Deslauriers, Pierre L'Ecuyer, Athanassios N. Avramidis
2003 Misc conf
New simulation methodology for finance: efficient simulation of gamma and variance-gamma processes.
WSC
Athanassios N. Avramidis, Pierre L'Ecuyer, Pierre-Alexandre Tremblay
2002 Misc conf
Derivatives and credit risk: importance sampling for multimodal functions and application to pricing exotic options.
WSC
Athanassios N. Avramidis
2002 Misc conf
Problems in financial engineering: convergence of the stochastic mesh estimator for pricing American options.
WSC
Athanassios N. Avramidis, Heinrich Matzinger
1999 Misc conf
Efficiency improvements for pricing American options with a stochastic mesh.
WSC
Athanassios N. Avramidis, Paul Hyden
1998 J jnl
Correlation-Induction Techniques for Estimating Quantiles in Simulation Experiments.
Oper. Res.
Athanassios N. Avramidis, James R. Wilson
1996 J jnl
Integrated Variance Reduction Strategies for Simulation.
Oper. Res.
Athanassios N. Avramidis, James R. Wilson
1995 Misc conf
Correlation-Induction Techniques for Estimating Quantiles in Simulation Experiments.
WSC
Athanassios N. Avramidis, James R. Wilson
1994 J jnl
A Flexible Method for Estimating Inverse Distribution Functions in Simulation Experiments.
INFORMS J. Comput.
Athanassios N. Avramidis, James R. Wilson
1993 J jnl
A splitting scheme for control variates.
Oper. Res. Lett.
Athanassios N. Avramidis, James R. Wilson
1993 Misc conf
Integrated variance reduction strategies.
WSC
Athanassios N. Avramidis, James R. Wilson
1992 Misc conf
Variance Reduction for Quantile Estimation via Correlation Induction.
WSC
Athanassios N. Avramidis
1989 Misc conf
A flexible method for estimating inverse distribution functions in simulation experiments.
WSC
Athanassios N. Avramidis, James R. Wilson