Athanassios N. Avramidis

	2010
18		Athanassios N. Avramidis, Wyean Chan, Michel Gendreau, Pierre L'Ecuyer, Ornella Pisacane: Optimizing daily agent scheduling in a multiskill call center. European Journal of Operational Research 200(3): 822-832 (2010)
	2009
17		Athanassios N. Avramidis: Fitting Discrete Multivariate Distributions with Unbounded Marginals and Normal-copula Dependence. Winter Simulation Conference 2009: 452-458
16		Athanassios N. Avramidis, Nabil Channouf, Pierre L'Ecuyer: Efficient Correlation Matching for Fitting Discrete Multivariate Distributions with Arbitrary Marginals and Normal-Copula Dependence. INFORMS Journal on Computing 21(1): 88-106 (2009)
	2007
15		Alexandre Deslauriers, Pierre L'Ecuyer, Juta Pichitlamken, Armann Ingolfsson, Athanassios N. Avramidis: Markov chain models of a telephone call center with call blending. Computers & OR 34(6): 1616-1645 (2007)
	2006
14		Athanassios N. Avramidis, Pierre L'Ecuyer: Efficient Monte Carlo and Quasi - Monte Carlo Option Pricing Under the Variance Gamma Model. Management Science 52(12): 1930-1944 (2006)
	2005
13		Athanassios N. Avramidis, Pierre L'Ecuyer: Modeling and simulation of call centers. Winter Simulation Conference 2005: 144-152
	2004
12		Athanassios N. Avramidis: Efficient Pricing of Barrier Options with the Variance-Gamma Model. Winter Simulation Conference 2004: 1574-
11		Athanassios N. Avramidis, Alexandre Deslauriers, Pierre L'Ecuyer: Modeling Daily Arrivals to a Telephone Call Center. Management Science 50(7): 896-908 (2004)
	2003
10		Juta Pichitlamken, Alexandre Deslauriers, Pierre L'Ecuyer, Athanassios N. Avramidis: Customer relations management: call center operations: modelling and simulation of a telephone call center. Winter Simulation Conference 2003: 1805-1812
9		Athanassios N. Avramidis, Pierre L'Ecuyer, Pierre-Alexandre Tremblay: New simulation methodology for finance: efficient simulation of gamma and variance-gamma processes. Winter Simulation Conference 2003: 319-326
	2002
8		Athanassios N. Avramidis: Derivatives and credit risk: importance sampling for multimodal functions and application to pricing exotic options. Winter Simulation Conference 2002: 1493-1501
7		Athanassios N. Avramidis, Heinrich Matzinger: Problems in financial engineering: convergence of the stochastic mesh estimator for pricing American options. Winter Simulation Conference 2002: 1560-1567
	1999
6		Athanassios N. Avramidis, Paul Hyden: Efficiency improvements for pricing American options with a stochastic mesh. Winter Simulation Conference 1999: 344-350
	1995
5		Athanassios N. Avramidis, James R. Wilson: Correlation-Induction Techniques for Estimating Quantiles in Simulation Experiments. Winter Simulation Conference 1995: 268-277
	1994
4		Athanassios N. Avramidis, James R. Wilson: A Flexible Method for Estimating Inverse Distribution Functions in Simulation Experiments. INFORMS Journal on Computing 6(4): 342-355 (1994)
	1993
3		Athanassios N. Avramidis, James R. Wilson: Integrated variance reduction strategies. Winter Simulation Conference 1993: 445-454
	1992
2		Athanassios N. Avramidis: Variance Reduction for Quantile Estimation via Correlation Induction. Winter Simulation Conference 1992: 572-576
	1989
1		Athanassios N. Avramidis, James R. Wilson: A flexible method for estimating inverse distribution functions in simulation experiments. Winter Simulation Conference 1989: 428-436

Coauthor Index

1	Wyean Chan	[18]
2	Nabil Channouf	[16]
3	Alexandre Deslauriers	[10] [11] [15]
4	Michel Gendreau	[18]
5	Paul Hyden	[6]
6	Armann Ingolfsson	[15]
7	Pierre L'Ecuyer	[9] [10] [11] [13] [14] [15] [16] [18]
8	Heinrich Matzinger	[7]
9	Juta Pichitlamken	[10] [15]
10	Ornella Pisacane	[18]
11	Pierre-Alexandre Tremblay	[9]
12	James R. Wilson	[1] [3] [4] [5]

Colors in the list of coauthors

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