( en | de | ru )

 

Disambiguation of "Avramidis, Athanassios N."

Author of the publication

copydeleteadd this publication to your clipboard
Efficient Pricing of Barrier Options with the Variance-Gamma Model.

. WSC, page 1574-1578. IEEE Computer Society, (2004)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

n n n

Mihail Avramidis

Ioanis Avramidis

Mihail Avramidis

Konstantinos Avramidis

 

Other publications of authors with the same name

Correlation-Induction Techniques for Estimating Quantiles in Simulation Experiments., and . Operations Research, 46 (4): 574-591 (1998)Efficient Pricing of Barrier Options with the Variance-Gamma Model.. WSC, page 1574-1578. IEEE Computer Society, (2004)Efficiency improvements for pricing American options with a stochastic mesh., and . WSC, page 344-350. WSC, (1999)Integrated variance reduction strategies., and . WSC, page 445-454. ACM Press, (1993)Derivatives and credit risk: importance sampling for multimodal functions and application to pricing exotic options.. WSC, page 1493-1501. WSC, (2002)Customer relations management: call center operations: modelling and simulation of a telephone call center., , , and . WSC, page 1805-1812. IEEE Computer Society, (2003)A Flexible Method for Estimating Inverse Distribution Functions in Simulation Experiments., and . INFORMS J. Comput., 6 (4): 342-355 (1994)Correlation-Induction Techniques for Estimating Quantiles in Simulation Experiments., and . WSC, page 268-277. IEEE Computer Society, (1995)New simulation methodology for finance: efficient simulation of gamma and variance-gamma processes., , and . WSC, page 319-326. IEEE Computer Society, (2003)Predicting Micro-Level Behavior in Online Communities for Risk Management., , and . ECDA, page 445-454. Springer, (2013)