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Correlation-Induction Techniques for Estimating Quantiles in Simulation Experiments
Avramidis, Athanassios N.; Wilson, James R. - In: Operations research : the journal of the Operations … 46 (1998) 4, pp. 574-591
Persistent link: https://ebvufind01.dmz1.zbw.eu/10006419827
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Integrated Variance Reduction Strategies for Simulation
Avramidis, Athanassios N.; Wilson, James R. - In: Operations research : the journal of the Operations … 44 (1996) 2, pp. 327-346
Persistent link: https://ebvufind01.dmz1.zbw.eu/10006420287
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Efficient Correlation Matching for Fitting Discrete Multivariate Distributions with Arbitrary Marginals and Normal-Copula Dependence
Avramidis, Athanassios N.; Channouf, Nabil; L'Ecuyer, Pierre - In: INFORMS journal on computing : JOC 21 (2009) 1, pp. 88-106
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008213936
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Mathematical models for selection of optimal place and size of connections considering the time-value of money
Avramidis, Athanassios N.; Chan, Wyean; Gendreau, Michel; … - In: European journal of operational research : EJOR 200 (2010) 3, pp. 764-774
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008349279
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Efficient Monte Carlo and Quasi-Monte Carlo Option Pricing Under the Variance Gamma Model
Avramidis, Athanassios N.; L'Ecuyer, Pierre - In: Management science : journal of the Institute for … 52 (2006) 12, pp. 1930-1944
Persistent link: https://ebvufind01.dmz1.zbw.eu/10007396017