Centre for Operational Research, Management Science and Information Systems (CORMSIS)
Centre for Operational Research, Management Science and Information Systems (CORMSIS)

Publications

Our projects have an impact in many different industries. Browse our publications to find out more.
Modeling daily arrivals to a telephone call center
A.N. Avramidis, A. Deslauriers & P. L'Ecuyer, 2004, Management Science, 50(7), 896-908
DOI: 10.1287/mnsc.1040.0236
Type: article
Efficient simulation of gamma and variance-gamma processes
Athanassios.N. Avramidis, Pierre L'Ecuyer, Pierre-Alexandre Tremblay, S. Chick, P.J. Sánchez, D. Ferrin & D.J. Morrice, 2004
Type: conference
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