Centre for Operational Research, Management Science and Information Systems (CORMSIS) Our people Research approaches Work with us Publications Research projects Industry links News Seminars CORMSIS MSc programmes CORMSIS PhD MSc Project Examples Centre for Operational Research, Management Science and Information Systems (CORMSIS) Publications Our projects have an impact in many different industries. Browse our publications to find out more. Efficient simulation of gamma and variance-gamma processes Athanassios.N. Avramidis, Pierre L'Ecuyer, Pierre-Alexandre Tremblay, S. Chick, P.J. Sánchez, D. Ferrin & D.J. Morrice, 2004 Type: conference Convergence of the stochastic mesh estimator for pricing Bermudan options A.N. Avramidis & H. Matzinger, 2004, Journal of Computational Finance, 7(4), 73-91 Type: article Modeling and simulation of a telephone call center J. Pichitlamken, A. Deslauriers, P. L'Ecuyer & A.N. Avramidis, 2003 DOI: 10.1109/WSC.2003.1261636 Type: conference Importance sampling for multimodal functions and application to pricing exotic options. Athanassios.N. Avramidis, E. Yücesan, C.H. Chen, J. L. Snowdon & J. M. Charnes, 2003 DOI: 10.1109/WSC.2002.1166424 Type: conference Erratum Konstantinos V. Katsikopoulos & Donald L. Fisher, 2002, Journal of Mathematical Psychology, 46(2) DOI: 10.1006/jmps.2002.1422 Type: letterEditorial Pagination Previous page ‹ Previous … Page 84 Page 85 Page 86 Page 87 Page 88 Page 89 Page 90 Page 91 Page 92 Next page Next ›