Avramidis Athanassios N.

Athanassios N. Avramidis

Information about the author Athanassios N. Avramidis will soon be added to the site.
Found 7 papers in total
The application of forecasting techniques to modeling emergency medical system calls in Calgary, Alberta
The application of forecasting techniques to modeling emergency medical system calls in Calgary, Alberta
2007
We develop and evaluate time-series models of call volume to the emergency medical...
Markov chain models of a telephone call center with call blending
Markov chain models of a telephone call center with call blending
2007
Motivated by a Bell Canada call center operating in blend mode, we consider a system...
Efficient Monte Carlo and quasi-Monte Carlo option pricing under the variance gamma model
Efficient Monte Carlo and quasi-Monte Carlo option pricing under the variance gamma model
2006
We develop and study efficient Monte Carlo algorithms for pricing path-dependent...
Modeling daily arrivals to a telephone call center
Modeling daily arrivals to a telephone call center
2004
We develop stochastic models of time-dependent arrivals, with focus on the application...
Correlation-induction techniques for estimating quantiles in simulation experiments
Correlation-induction techniques for estimating quantiles in simulation experiments
1998
A simulation-based quantile estimator measures the level of system performance that...
A flexible method for estimating inverse distribution functions in simulation experiments
A flexible method for estimating inverse distribution functions in simulation experiments
1994
To generate random variates from an unknown continuous distribution, we present...
A splitting scheme for control variates
A splitting scheme for control variates
1993
This paper details a new control-variate splitting scheme yielding an unbiased...
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