Stathis Tompaidis

14 papers Journal 13Unranked 1
YearRankTypeTitle / Venue / Authors
2024 J jnl
Robust Financial Networks.
Oper. Res.
Feihong Hu, Daniel Mitchell, Stathis Tompaidis
2020 J jnl
Modeling Dependent Outages of Electric Power Plants.
Oper. Res.
Vishwakant Malladi, Rafael Mendoza-Arriaga, Stathis Tompaidis
2020 J jnl
Volume-weighted average price tracking: A theoretical and empirical study.
IISE Trans.
Daniel Mitchell, Jedrzej Bialkowski, Stathis Tompaidis
2019 J jnl
Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows.
Manag. Sci.
Ron Kaniel, Stathis Tompaidis, Ti Zhou
2018 J jnl
Portfolio Tax Trading with Carryover Losses.
Manag. Sci.
Paul Ehling, Michael Gallmeyer, Sanjay Srivastava, Stathis Tompaidis, Chunyu Yang
2012 J jnl
A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices.
Eur. J. Oper. Res.
Claudio Albanese, Harry Lo, Stathis Tompaidis
2008 J jnl
Efficient Computation of Hedging Parameters for Discretely Exercisable Options.
Oper. Res.
Ron Kaniel, Stathis Tompaidis, Alexander Zemlianov
2008 J jnl
Small transaction cost asymptotics and dynamic hedging.
Eur. J. Oper. Res.
Claudio Albanese, Stathis Tompaidis
2006 J jnl
Interruptible Electricity Contracts from an Electricity Retailer's Point of View: Valuation and Optimal Interruption.
Oper. Res.
Ross Baldick, Sergey Kolos, Stathis Tompaidis
2004 J jnl
Valuation of Commodity-Based Swing Options.
Manag. Sci.
Patrick Jaillet, Ehud I. Ronn, Stathis Tompaidis
2001 J jnl
Real Options in Leasing: The Effect of Idle Time.
Oper. Res.
Chris M. Kenyon, Stathis Tompaidis
1999 — conf
Real options in leasing semi-submersible rigs in the North Sea.
CIFEr
Chris M. Kenyon, Stathis Tompaidis
1996 J jnl
Approximation of Invariant Surfaces by Periodic Orbits in High-Dimensional Maps: Some Rigorous Results.
Exp. Math.
Stathis Tompaidis
1996 J jnl
Numerical Study of Invariant Sets of a Quasiperiodic Perturbation of a Symplectic Map.
Exp. Math.
Stathis Tompaidis