default search action
Athanassios N. Avramidis
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
Journal Articles
- 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) - 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) - 2010
- [j9]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): 822-832 (2010) - 2009
- [j8]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): 88-106 (2009) - 2007
- [j7]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): 1616-1645 (2007) - 2006
- [j6]Athanassios N. Avramidis, Pierre L'Ecuyer:
Efficient Monte Carlo and Quasi - Monte Carlo Option Pricing Under the Variance Gamma Model. Manag. Sci. 52(12): 1930-1944 (2006) - 2004
- [j5]Athanassios N. Avramidis, Alexandre Deslauriers, Pierre L'Ecuyer:
Modeling Daily Arrivals to a Telephone Call Center. Manag. Sci. 50(7): 896-908 (2004) - 1998
- [j4]Athanassios N. Avramidis, James R. Wilson:
Correlation-Induction Techniques for Estimating Quantiles in Simulation Experiments. Oper. Res. 46(4): 574-591 (1998) - 1996
- [j3]Athanassios N. Avramidis, James R. Wilson:
Integrated Variance Reduction Strategies for Simulation. Oper. Res. 44(2): 327-346 (1996) - 1994
- [j2]Athanassios N. Avramidis, James R. Wilson:
A Flexible Method for Estimating Inverse Distribution Functions in Simulation Experiments. INFORMS J. Comput. 6(4): 342-355 (1994) - 1993
- [j1]Athanassios N. Avramidis, James R. Wilson:
A splitting scheme for control variates. Oper. Res. Lett. 14(4): 187-198 (1993)
Conference and Workshop Papers
- 2013
- [c14]Philippa A. Hiscock, Athanassios N. Avramidis, Jörg Fliege:
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 - 2009
- [c12]Athanassios N. Avramidis:
Fitting Discrete Multivariate Distributions with Unbounded Marginals and Normal-copula Dependence. WSC 2009: 452-458 - 2005
- [c11]Athanassios N. Avramidis, Pierre L'Ecuyer:
Modeling and simulation of call centers. WSC 2005: 144-152 - 2004
- [c10]Athanassios N. Avramidis:
Efficient Pricing of Barrier Options with the Variance-Gamma Model. WSC 2004: 1574-1578 - 2003
- [c9]Athanassios N. Avramidis, Pierre L'Ecuyer, Pierre-Alexandre Tremblay:
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, Heinrich Matzinger:
Problems in financial engineering: convergence of the stochastic mesh estimator for pricing American options. WSC 2002: 1560-1567 - 1999
- [c5]Athanassios N. Avramidis, Paul Hyden:
Efficiency improvements for pricing American options with a stochastic mesh. WSC 1999: 344-350 - 1995
- [c4]Athanassios N. Avramidis, James R. Wilson:
Correlation-Induction Techniques for Estimating Quantiles in Simulation Experiments. WSC 1995: 268-277 - 1993
- [c3]Athanassios N. Avramidis, James R. Wilson:
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 - 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
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from , , and to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-04-24 23:12 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint