The following pages link to Stathis Tompaidis (Q1339250):
Displayed 14 items.
- Computation of domains of analyticity for some perturbative expansions of mechanics (Q1339251) (← links)
- A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices (Q1926943) (← links)
- Small transaction cost asymptotics and dynamic hedging (Q2464226) (← links)
- Approximation of Invariant Surfaces by Periodic Orbits in High-Dimensional Maps: Some Rigorous Results (Q2785380) (← links)
- Numerical Study of Invariant Sets of a Quasiperiodic Perturbation of a Symplectic Map (Q2785381) (← links)
- Valuation of Commodity-Based Swing Options (Q3114910) (← links)
- Interruptible Electricity Contracts from an Electricity Retailer's Point of View: Valuation and Optimal Interruption (Q3392009) (← links)
- Efficient Computation of Hedging Parameters for Discretely Exercisable Options (Q3392211) (← links)
- Real Options in Leasing: The Effect of Idle Time (Q3635028) (← links)
- Nature of Singularities for Analyticity Domains of Invariant Curves (Q4492229) (← links)
- (Q4514167) (← links)
- On the singularity structure of invariant curves of symplectic mappings (Q4526320) (← links)
- Energy futures prices: term structure models with Kalman filter estimation (Q4541608) (← links)
- Modeling Dependent Outages of Electric Power Plants (Q5130480) (← links)