Approximation of Invariant Surfaces by Periodic Orbits in High-Dimensional Maps: Some Rigorous Results. - Stathis Tompaidis (Exp. Math., 1996)

Numerical Study of Invariant Sets of a Quasiperiodic Perturbation of a Symplectic Map. - Stathis Tompaidis (Exp. Math., 1996)

Real options in leasing semi-submersible rigs in the North Sea. - Chris M. Kenyon; Stathis Tompaidis (CIFEr, 1999)

Real Options in Leasing: The Effect of Idle Time. - Chris M. Kenyon; Stathis Tompaidis (Oper. Res., 2001)

Valuation of Commodity-Based Swing Options. - Patrick Jaillet; Ehud I. Ronn; Stathis Tompaidis (Manag. Sci., 2004)

Interruptible Electricity Contracts from an Electricity Retailer's Point of View: Valuation and Optimal Interruption. - Ross Baldick; Sergey Kolos; Stathis Tompaidis (Oper. Res., 2006)

Small transaction cost asymptotics and dynamic hedging. - Claudio Albanese; Stathis Tompaidis (Eur. J. Oper. Res., 2008)

Efficient Computation of Hedging Parameters for Discretely Exercisable Options. - Ron Kaniel; Stathis Tompaidis; Alexander Zemlianov (Oper. Res., 2008)

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)

Portfolio Tax Trading with Carryover Losses. - Paul Ehling; Michael Gallmeyer; Sanjay Srivastava; Stathis Tompaidis; Chunyu Yang (Manag. Sci., 2018)

Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows. - Ron Kaniel; Stathis Tompaidis; Ti Zhou (Manag. Sci., 2019)

Volume-weighted average price tracking: A theoretical and empirical study. - Daniel Mitchell; Jedrzej Bialkowski; Stathis Tompaidis (IISE Trans., 2020)

Modeling Dependent Outages of Electric Power Plants. - Vishwakant Malladi; Rafael Mendoza-Arriaga; Stathis Tompaidis (Oper. Res., 2020)

Robust Financial Networks. - Feihong Hu; Daniel Mitchell; Stathis Tompaidis (Oper. Res., 2024)