Stathis Tompaidis
Cited by
Cited by
Valuation of commodity-based swing options
P Jaillet, EI Ronn, S Tompaidis
Management science 50 (7), 909-921, 2004
Energy futures prices: term structure models with Kalman filter estimation
M Manoliu, S Tompaidis
Applied mathematical finance 9 (1), 21-43, 2002
Interruptible electricity contracts from an electricity retailer's point of view: valuation and optimal interruption
R Baldick, S Kolos, S Tompaidis
Operations Research 54 (4), 627-642, 2006
Tax management strategies with multiple risky assets
MF Gallmeyer, R Kaniel, S Tompaidis
Journal of Financial Economics 80 (2), 243-291, 2006
Determinants of credit spreads in commercial mortgages
S Titman, S Tompaidis, S Tsyplakov
Real Estate Economics 33 (4), 711-738, 2005
Market imperfections, investment flexibility, and default spreads
S Titman, S Tompaidis, S Tsyplakov
The Journal of Finance 59 (1), 165-205, 2004
Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios
H Roche, S Tompaidis, C Yang
Journal of Financial Economics 109 (3), 775-796, 2013
Real options in leasing: the effect of idle time
C Kenyon, S Tompaidis
Operations Research 49 (5), 675-689, 2001
Approximation of invariant surfaces by periodic orbits in high-dimensional maps: some rigorous results
S Tompaidis
Experimental Mathematics 5 (3), 197-209, 1996
Portfolio tax trading with carryover losses
P Ehling, M Gallmeyer, S Srivastava, S Tompaidis, C Yang
Management Science 64 (9), 4156-4176, 2018
The impact of large changes in asset prices on intra‐market correlations in the domestic and international markets
EI Ronn, A Sayrak, S Tompaidis
Financial Review 44 (3), 405-436, 2009
Efficient computation of hedging parameters for discretely exercisable options
R Kaniel, S Tompaidis, A Zemlianov
Operations research 56 (4), 811-826, 2008
Numerical study of invariant sets of a quasiperiodic perturbation of a symplectic map
S Tompaidis
Experimental Mathematics 5 (3), 211-230, 1996
A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices
C Albanese, H Lo, S Tompaidis
European Journal of Operational Research 222 (2), 361-368, 2012
Computation of domains of analyticity for some perturbative expansions of mechanics
R De La Llave, S Tompaidis
Physica D: Nonlinear Phenomena 71 (1-2), 55-81, 1994
Small transaction cost asymptotics and dynamic hedging
C Albanese, S Tompaidis
European Journal of Operational Research 185 (3), 1404-1414, 2008
Strong and weak instabilities in a 4D mapping model of accelerator dynamics
TC Bountis, S Tompaidis
Future Problems in Nonlinear Particle Accelerators, 112-127, 1991
Pricing American-style options by Monte Carlo simulation: Alternatives to ordinary least squares
S Tompaidis, C Yang
Journal of computational finance 18 (1), 2014
The quest for valuation
P Jaillet, EI Ronn, S Tompaidis
Energy Power Risk Management 3, 14-16, 1998
Future problems in nonlinear particle accelerators
T Bountis, S Tompaidis
G. Turchetti, W. Scandale (Eds.), World Scientific, Singapore 112, 1991
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