Stathis Tompaidis

According to our database, Stathis Tompaidis authored at least 13 papers between 1996 and 2020.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2020

Modeling Dependent Outages of Electric Power Plants.

Vishwakant Malladi, Rafael Mendoza-Arriaga, Stathis Tompaidis

Oper. Res., 2020

Volume-weighted average price tracking: A theoretical and empirical study.

Daniel Mitchell, Jedrzej Bialkowski, Stathis Tompaidis

IISE Trans., 2020

2019

Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows.

Ron Kaniel, Stathis Tompaidis, Ti Zhou

Manag. Sci., 2019

2018

Portfolio Tax Trading with Carryover Losses.

Paul Ehling, Michael Gallmeyer, Sanjay Srivastava, Stathis Tompaidis, Chunyu Yang

Manag. Sci., 2018

2012

A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices.

Claudio Albanese, Harry Lo, Stathis Tompaidis

Eur. J. Oper. Res., 2012

2008

Efficient Computation of Hedging Parameters for Discretely Exercisable Options.

Ron Kaniel, Stathis Tompaidis, Alexander Zemlianov

Oper. Res., 2008

Small transaction cost asymptotics and dynamic hedging.

Claudio Albanese, Stathis Tompaidis

Eur. J. Oper. Res., 2008

2006

Interruptible Electricity Contracts from an Electricity Retailer's Point of View: Valuation and Optimal Interruption.

Ross Baldick, Sergey Kolos, Stathis Tompaidis

Oper. Res., 2006

2004

Valuation of Commodity-Based Swing Options.

Patrick Jaillet, Ehud I. Ronn, Stathis Tompaidis

Manag. Sci., 2004

2001

Real Options in Leasing: The Effect of Idle Time.

Chris M. Kenyon, Stathis Tompaidis

Oper. Res., 2001

1999

Real options in leasing semi-submersible rigs in the North Sea.

Chris M. Kenyon, Stathis Tompaidis

Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering, 1999

1996

Numerical Study of Invariant Sets of a Quasiperiodic Perturbation of a Symplectic Map.

Stathis Tompaidis

Exp. Math., 1996

Approximation of Invariant Surfaces by Periodic Orbits in High-Dimensional Maps: Some Rigorous Results.

Stathis Tompaidis

Exp. Math., 1996