Stathis Tompaidis

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Robust financial networks
Operations Research
2024-12-20Paper
Modeling Dependent Outages of Electric Power Plants
Operations Research
2020-11-04Paper
A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices
European Journal of Operational Research
2012-12-29Paper
Valuation of Commodity-Based Swing Options
Management Science
2012-02-19Paper
Efficient Computation of Hedging Parameters for Discretely Exercisable Options
Operations Research
2009-08-13Paper
Interruptible Electricity Contracts from an Electricity Retailer's Point of View: Valuation and Optimal Interruption
Operations Research
2009-08-13Paper
Real Options in Leasing: The Effect of Idle Time
Operations Research
2009-07-03Paper
Small transaction cost asymptotics and dynamic hedging
European Journal of Operational Research
2007-12-10Paper
Energy futures prices: term structure models with Kalman filter estimation
Applied Mathematical Finance
2002-09-05Paper
On the singularity structure of invariant curves of symplectic mappings
Chaos: An Interdisciplinary Journal of Nonlinear Science
2001-01-16Paper
scientific article; zbMATH DE number 1532109 (Why is no real title available?)2000-11-19Paper
Nature of Singularities for Analyticity Domains of Invariant Curves
Physical Review Letters
2000-07-16Paper
Numerical Study of Invariant Sets of a Quasiperiodic Perturbation of a Symplectic Map
Experimental Mathematics
1997-08-17Paper
Numerical Study of Invariant Sets of a Quasiperiodic Perturbation of a Symplectic Map
Experimental Mathematics
1997-08-17Paper
Numerical Study of Invariant Sets of a Quasiperiodic Perturbation of a Symplectic Map
Experimental Mathematics
1997-08-17Paper
Approximation of Invariant Surfaces by Periodic Orbits in High-Dimensional Maps: Some Rigorous Results
Experimental Mathematics
1997-02-20Paper
Approximation of Invariant Surfaces by Periodic Orbits in High-Dimensional Maps: Some Rigorous Results
Experimental Mathematics
1997-02-20Paper
Computation of domains of analyticity for some perturbative expansions of mechanics
Physica D
1995-05-14Paper


Research outcomes over time


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