Athanassios N. Avramidis

Publication Activity (10 Years)

Years Active: 1989-2021
Publications (10 Years): 2

Top Topics

Poisson Arrivals

Rank Correlation

Top Venues

Math. Methods Oper. Res.

INFORMS J. Comput.

Publications

Athanassios N. Avramidis, Arnoud V. den Boer
Dynamic pricing with finite price sets: a non-parametric approach. Math. Methods Oper. Res. 94 (1) (2021)
Athanassios N. Avramidis
A pricing problem with unknown arrival rate and price sensitivity. Math. Methods Oper. Res. 92 (1) (2020)
Athanassios N. Avramidis
Constructing Discrete Unbounded Distributions with Gaussian-Copula Dependence and Given Rank Correlation. INFORMS J. Comput. 26 (2) (2014)
Philippa A. Hiscock, Athanassios N. Avramidis, Jörg Fliege
Predicting Micro-Level Behavior in Online Communities for Risk Management. ECDA (2013)
Athanassios N. Avramidis
A cross-validation approach to bandwidth selection for a kernel-based estimate of the density of a conditional expectation. WSC (2011)
Athanassios N. Avramidis, Wyean Chan, Michel Gendreau, Pierre L'Ecuyer, Ornella Pisacane
Optimizing daily agent scheduling in a multiskill call center. Eur. J. Oper. Res. 200 (3) (2010)
Athanassios N. Avramidis, Nabil Channouf, Pierre L'Ecuyer
Efficient Correlation Matching for Fitting Discrete Multivariate Distributions with Arbitrary Marginals and Normal-Copula Dependence. INFORMS J. Comput. 21 (1) (2009)
Athanassios N. Avramidis
Fitting Discrete Multivariate Distributions with Unbounded Marginals and Normal-copula Dependence. WSC (2009)
Alexandre Deslauriers, Pierre L'Ecuyer, Juta Pichitlamken, Armann Ingolfsson, Athanassios N. Avramidis
Markov chain models of a telephone call center with call blending. Comput. Oper. Res. 34 (6) (2007)
Athanassios N. Avramidis, Pierre L'Ecuyer
Efficient Monte Carlo and Quasi - Monte Carlo Option Pricing Under the Variance Gamma Model. Manag. Sci. 52 (12) (2006)
Athanassios N. Avramidis, Pierre L'Ecuyer
Modeling and simulation of call centers. WSC (2005)
Athanassios N. Avramidis, Alexandre Deslauriers, Pierre L'Ecuyer
Modeling Daily Arrivals to a Telephone Call Center. Manag. Sci. 50 (7) (2004)
Athanassios N. Avramidis
Efficient Pricing of Barrier Options with the Variance-Gamma Model. WSC (2004)
Athanassios N. Avramidis, Pierre L'Ecuyer, Pierre-Alexandre Tremblay
New simulation methodology for finance: efficient simulation of gamma and variance-gamma processes. WSC (2003)
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)
Athanassios N. Avramidis
Derivatives and credit risk: importance sampling for multimodal functions and application to pricing exotic options. WSC (2002)
Athanassios N. Avramidis, Heinrich Matzinger
Problems in financial engineering: convergence of the stochastic mesh estimator for pricing American options. WSC (2002)
Athanassios N. Avramidis, Paul Hyden
Efficiency improvements for pricing American options with a stochastic mesh. WSC (1999)
Athanassios N. Avramidis, James R. Wilson
Correlation-Induction Techniques for Estimating Quantiles in Simulation Experiments. Oper. Res. 46 (4) (1998)
Athanassios N. Avramidis, James R. Wilson
Integrated Variance Reduction Strategies for Simulation. Oper. Res. 44 (2) (1996)
Athanassios N. Avramidis, James R. Wilson
Correlation-Induction Techniques for Estimating Quantiles in Simulation Experiments. WSC (1995)
Athanassios N. Avramidis, James R. Wilson
A Flexible Method for Estimating Inverse Distribution Functions in Simulation Experiments. INFORMS J. Comput. 6 (4) (1994)
Athanassios N. Avramidis, James R. Wilson
A splitting scheme for control variates. Oper. Res. Lett. 14 (4) (1993)
Athanassios N. Avramidis, James R. Wilson
Integrated variance reduction strategies. WSC (1993)
Athanassios N. Avramidis
Variance Reduction for Quantile Estimation via Correlation Induction. WSC (1992)
Athanassios N. Avramidis, James R. Wilson
A flexible method for estimating inverse distribution functions in simulation experiments. WSC (1989)