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Athanassios N. Avramidis

Publication record assembled from the DBLP archive of ranked conferences.

Papers indexed

13

Venues

1

Active years

1989–2011

Best venue rank

National

Where they publish

Papers

13 indexed papers, newest first.

YearVenueTitleAuthors
2011WSCA cross-validation approach to bandwidth selection for a kernel-based estimate of the density of a conditional expectation.Athanassios N. Avramidis
2009WSCFitting Discrete Multivariate Distributions with Unbounded Marginals and Normal-copula Dependence.Athanassios N. Avramidis
2005WSCModeling and simulation of call centers.Athanassios N. Avramidis, Pierre L'Ecuyer
2004WSCEfficient Pricing of Barrier Options with the Variance-Gamma Model.Athanassios N. Avramidis
2003WSCNew simulation methodology for finance: efficient simulation of gamma and variance-gamma processes.Athanassios N. Avramidis, Pierre L'Ecuyer, Pierre-Alexandre Tremblay
2003WSCCustomer relations management: call center operations: modelling and simulation of a telephone call center.Juta Pichitlamken, Alexandre Deslauriers, Pierre L'Ecuyer, Athanassios N. Avramidis
2002WSCDerivatives and credit risk: importance sampling for multimodal functions and application to pricing exotic options.Athanassios N. Avramidis
2002WSCProblems in financial engineering: convergence of the stochastic mesh estimator for pricing American options.Athanassios N. Avramidis, Heinrich Matzinger
1999WSCEfficiency improvements for pricing American options with a stochastic mesh.Athanassios N. Avramidis, Paul Hyden
1995WSCCorrelation-Induction Techniques for Estimating Quantiles in Simulation Experiments.Athanassios N. Avramidis, James R. Wilson
1993WSCIntegrated variance reduction strategies.Athanassios N. Avramidis, James R. Wilson
1992WSCVariance Reduction for Quantile Estimation via Correlation Induction.Athanassios N. Avramidis
1989WSCA flexible method for estimating inverse distribution functions in simulation experiments.Athanassios N. Avramidis, James R. Wilson