Athanassios N. Avramidis

Arnoud V. den Boer

Math. Methods Oper. Res., 2021

2020

A pricing problem with unknown arrival rate and price sensitivity.

[BibT_eX]

[DOI]

Math. Methods Oper. Res., 2020

2014

Constructing Discrete Unbounded Distributions with Gaussian-Copula Dependence and Given Rank Correlation.

[BibT_eX]

[DOI]

INFORMS J. Comput., 2014

2013

Predicting Micro-Level Behavior in Online Communities for Risk Management.

[BibT_eX]

[DOI]

Philippa A. Hiscock

Jörg Fliege

Proceedings of the Data Science, 2013

2011

A cross-validation approach to bandwidth selection for a kernel-based estimate of the density of a conditional expectation.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference 2011, 2011

2010

Optimizing daily agent scheduling in a multiskill call center.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2010

2009

Efficient Correlation Matching for Fitting Discrete Multivariate Distributions with Arbitrary Marginals and Normal-Copula Dependence.

[BibT_eX]

[DOI]

Nabil Channouf

INFORMS J. Comput., 2009

Fitting Discrete Multivariate Distributions with Unbounded Marginals and Normal-copula Dependence.

[BibT_eX]

[DOI]

Proceedings of the 2009 Winter Simulation Conference, 2009

2007

Markov chain models of a telephone call center with call blending.

[BibT_eX]

[DOI]

Alexandre Deslauriers

Juta Pichitlamken

Armann Ingolfsson

Comput. Oper. Res., 2007

2006

Efficient Monte Carlo and Quasi - Monte Carlo Option Pricing Under the Variance Gamma Model.

[BibT_eX]

[DOI]

Manag. Sci., 2006

2005

Modeling and simulation of call centers.

[BibT_eX]

[DOI]

Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005

2004

Modeling Daily Arrivals to a Telephone Call Center.

[BibT_eX]

[DOI]

Alexandre Deslauriers

Manag. Sci., 2004

Efficient Pricing of Barrier Options with the Variance-Gamma Model.

[BibT_eX]

[DOI]

Proceedings of the 36th conference on Winter simulation, 2004

2003

Customer relations management: call center operations: modelling and simulation of a telephone call center.

[BibT_eX]

[DOI]

Juta Pichitlamken

Alexandre Deslauriers

Proceedings of the 35th Winter Simulation Conference: Driving Innovation, 2003

New simulation methodology for finance: efficient simulation of gamma and variance-gamma processes.

[BibT_eX]

[DOI]

Pierre-Alexandre Tremblay

Proceedings of the 35th Winter Simulation Conference: Driving Innovation, 2003

2002

Problems in financial engineering: convergence of the stochastic mesh estimator for pricing American options.

[BibT_eX]

[DOI]

Heinrich Matzinger

Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

Derivatives and credit risk: importance sampling for multimodal functions and application to pricing exotic options.

[BibT_eX]

[DOI]

Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

1999

Efficiency improvements for pricing American options with a stochastic mesh.

[BibT_eX]

[DOI]

Paul Hyden

Proceedings of the 31st conference on Winter simulation: Simulation, 1999

1998

Correlation-Induction Techniques for Estimating Quantiles in Simulation Experiments.

[BibT_eX]

[DOI]

Oper. Res., 1998

1996

Integrated Variance Reduction Strategies for Simulation.

[BibT_eX]

[DOI]

Oper. Res., 1996

1994

A Flexible Method for Estimating Inverse Distribution Functions in Simulation Experiments.

[BibT_eX]

[DOI]

INFORMS J. Comput., 1994

1993

A splitting scheme for control variates.

[BibT_eX]

[DOI]

Oper. Res. Lett., 1993

Integrated variance reduction strategies.

[BibT_eX]

[DOI]

Proceedings of the 25th Winter Simulation Conference, 1993

1992

Variance Reduction for Quantile Estimation via Correlation Induction.

[BibT_eX]

[DOI]