Open menu
books on library shelves

Publications

Our projects have an impact in many different industries. Browse our publications to find out more.
Novel importance sampling for the valuation of basket and Asian options
John Dagpunar, 2007, SSRN Electronic Journal
Type: article
Simulation and Monte Carlo: with applications in finance and MCMC
John Dagpunar, 2007
Type: book
Markov chain models of a telephone call center with call blending.
A. Deslauriers, P. L'Ecuyer, J. Pichitlamken, A. Ingolfsson & A.N. Avramidis, 2007, Computers and Operations Research, 34(6), 1616-1645
DOI: 10.1016/j.cor.2005.06.019
Type: article
Simulation-based optimization of agent scheduling in multiskill call centers.
A.N. Avramidis, M. Gendreau, P. L'Ecuyer & O. Pisacane, 2007
Type: conference
The application of forecasting techniques to modeling emergency medical system calls in Calgary, Alberta.
N. Channouf, P. L'Ecuyer, A. Ingolfsson & A.N. Avramidis, 2007, Health Care Management Science, 10(1), 25-45
DOI: 10.1007/s10729-006-9006-3
Type: article
A dynamic business model for component-based simulation software
Stephan Onggo, Didier Soopramanien & Mike Pidd, 2006
DOI: 10.1109/WSC.2006.323181
Type: conference
Efficient Monte Carlo and quasi-Monte Carlo option pricing under the variance gamma model
A.N. Avramidis & P. L'Ecuyer, 2006, Management Science, 52(12), 1930-1944
DOI: 10.1287/mnsc.1060.0575
Type: article