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athanasios avramidis

School of Mathematics, Univ. of Southampton

Lecturer

University of

Southampton SO17 1BJ

United Kingdom

  • School of Mathematics, Univ. of Southampton

SCHOLARLY PAPERS

4

DOWNLOADS

240

TOTAL CITATIONS

1

Scholarly Papers (4)

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1.

Convergence of the Stochastic Mesh Estimator for Pricing Bermudan Options

Journal of Computational Finance, Vol. 7, Summer 2004
Number of pages: 20 Posted: 14 Jul 2004
athanasios avramidis and Heinrich Matzinger
School of Mathematics, Univ. of Southampton and Universite de Montreal
Downloads 240 (317,870)
Citation 1

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Monte Carlo, American option, convergence

2.

The Application of Forecasting Techniques to Modeling Emergency Medical System Calls in Calgary, Alberta

Health Care Management Science Vol. 10 No. 1 pp. 25-45, University of Alberta School of Business Research Paper No. 2013-183
Posted: 02 Jul 2013
Pierre L'Ecuyer, athanasios avramidis, Armann Ingolfsson and Nabil Channouf
University of Montreal, School of Mathematics, Univ. of Southampton, Alberta School of Business, University of Alberta and Independent

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Emergency, medical service, Arrivals, Time series, Simulation, Forecasting

3.

Markov Chain Models of a Telephone Call Centre with Call Blending

Computers & Operations Research vol. 34 no. 6 pp. 1616-1645, University of Alberta School of Business Research Paper 2013-182
Posted: 02 Jul 2013
Alexandre Deslauriers, Pierre L'Ecuyer, Juta Pichitlamken, Armann Ingolfsson and athanasios avramidis
Independent, University of Montreal, Independent, Alberta School of Business, University of Alberta and School of Mathematics, Univ. of Southampton

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4.

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

Management Science, Vol. 52, No. 12, pp. 1930-1994, 2006
Posted: 23 Aug 2005 Last Revised: 29 Sep 2008
athanasios avramidis and Pierre L'Ecuyer
School of Mathematics, Univ. of Southampton and University of Montreal

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Option pricing, variance gamma process, Monte Carlo, quasi-Monte Carlo, extrapolation