Publications

Our projects have an impact in many different industries. Browse our publications to find out more.

Research outputs

Convergence of the stochastic mesh estimator for pricing Bermudan options
A.N. Avramidis & H. Matzinger, 2004, Journal of Computational Finance, 7(4), 73-91
Type: article
Modeling and simulation of a telephone call center
J. Pichitlamken, A. Deslauriers, P. L'Ecuyer & A.N. Avramidis, 2003
DOI: 10.1109/WSC.2003.1261636
Type: conference
Importance sampling for multimodal functions and application to pricing exotic options.
Athanassios.N. Avramidis, E. Yücesan, C.H. Chen, J. L. Snowdon & J. M. Charnes, 2003
DOI: 10.1109/WSC.2002.1166424
Type: conference
Erratum
Konstantinos V. Katsikopoulos & Donald L. Fisher, 2002, Journal of Mathematical Psychology, 46(2)
DOI: 10.1006/jmps.2002.1422
Type: letterEditorial
Conservative simulation using distributed-shared memory
Y.M. Teo, Y.K. Ng & B.S.S. Onggo, 2002
DOI: 10.1109/PADS.2002.1004194
Type: conference
Performance trade-off in distributed simulation
B.S.S. Onggo & Y.M. Teo, 2002
DOI: 10.1109/DISRTA.2002.1166892
Type: conference
Convergence of the stochastic mesh estimator for pricing American options
Athanassios Avramidis & Heinrich Matzinger, 2002
DOI: 10.1109/WSC.2002.1166433
Type: conference