Variance Reduction for Quantile Estimation via Correlation Induction. - Athanassios N. Avramidis (WSC, 1992)

Integrated variance reduction strategies. - Athanassios N. Avramidis; James R. Wilson (WSC, 1993)

A splitting scheme for control variates. - Athanassios N. Avramidis; James R. Wilson (Oper. Res. Lett., 1993)

A Flexible Method for Estimating Inverse Distribution Functions in Simulation Experiments. - Athanassios N. Avramidis; James R. Wilson (INFORMS J. Comput., 1994)

Integrated Variance Reduction Strategies for Simulation. - Athanassios N. Avramidis; James R. Wilson (Oper. Res., 1996)

Correlation-Induction Techniques for Estimating Quantiles in Simulation Experiments. - Athanassios N. Avramidis; James R. Wilson (Oper. Res., 1998)

Efficiency improvements for pricing American options with a stochastic mesh. - Athanassios N. Avramidis; Paul Hyden (WSC, 1999)

Derivatives and credit risk: importance sampling for multimodal functions and application to pricing exotic options. - Athanassios N. Avramidis (WSC, 2002)

Problems in financial engineering: convergence of the stochastic mesh estimator for pricing American options. - Athanassios N. Avramidis; Heinrich Matzinger (WSC, 2002)

New simulation methodology for finance: efficient simulation of gamma and variance-gamma processes. - Athanassios N. Avramidis; Pierre L'Ecuyer; Pierre-Alexandre Tremblay (WSC, 2003)

Customer relations management: call center operations: modelling and simulation of a telephone call center. - Juta Pichitlamken; Alexandre Deslauriers; Pierre L'Ecuyer; Athanassios N. Avramidis (WSC, 2003)

Efficient Pricing of Barrier Options with the Variance-Gamma Model. - Athanassios N. Avramidis (WSC, 2004)

Modeling Daily Arrivals to a Telephone Call Center. - Athanassios N. Avramidis; Alexandre Deslauriers; Pierre L'Ecuyer (Manag. Sci., 2004)

Modeling and simulation of call centers. - Athanassios N. Avramidis; Pierre L'Ecuyer (WSC, 2005)

Efficient Monte Carlo and Quasi - Monte Carlo Option Pricing Under the Variance Gamma Model. - Athanassios N. Avramidis; Pierre L'Ecuyer (Manag. Sci., 2006)

Markov chain models of a telephone call center with call blending. - Alexandre Deslauriers; Pierre L'Ecuyer; Juta Pichitlamken; Armann Ingolfsson; Athanassios N. Avramidis (Comput. Oper. Res., 2007)

Fitting Discrete Multivariate Distributions with Unbounded Marginals and Normal-copula Dependence. - Athanassios N. Avramidis (WSC, 2009)

Efficient Correlation Matching for Fitting Discrete Multivariate Distributions with Arbitrary Marginals and Normal-Copula Dependence. - Athanassios N. Avramidis; Nabil Channouf; Pierre L'Ecuyer (INFORMS J. Comput., 2009)

Optimizing daily agent scheduling in a multiskill call center. - Athanassios N. Avramidis; Wyean Chan; Michel Gendreau; Pierre L'Ecuyer; Ornella Pisacane (Eur. J. Oper. Res., 2010)

A cross-validation approach to bandwidth selection for a kernel-based estimate of the density of a conditional expectation. - Athanassios N. Avramidis (WSC, 2011)

Predicting Micro-Level Behavior in Online Communities for Risk Management. - Philippa A. Hiscock; Athanassios N. Avramidis; Jörg Fliege (ECDA, 2013)

Constructing Discrete Unbounded Distributions with Gaussian-Copula Dependence and Given Rank Correlation. - Athanassios N. Avramidis (INFORMS J. Comput., 2014)

A pricing problem with unknown arrival rate and price sensitivity. - Athanassios N. Avramidis (Math. Methods Oper. Res., 2020)

Dynamic pricing with finite price sets: a non-parametric approach. - Athanassios N. Avramidis; Arnoud V. den Boer (Math. Methods Oper. Res., 2021)