Valuation of commodity-based swing options P Jaillet, EI Ronn, S Tompaidis Management science 50 (7), 909-921, 2004 | 428 | 2004 |
Energy futures prices: term structure models with Kalman filter estimation M Manoliu, S Tompaidis Applied mathematical finance 9 (1), 21-43, 2002 | 198 | 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 | 114 | 2006 |
Determinants of credit spreads in commercial mortgages S Titman, S Tompaidis, S Tsyplakov Real Estate Economics 33 (4), 711-738, 2005 | 104 | 2005 |
Tax management strategies with multiple risky assets MF Gallmeyer, R Kaniel, S Tompaidis Journal of Financial Economics 80 (2), 243-291, 2006 | 103 | 2006 |
Market imperfections, investment flexibility, and default spreads S Titman, S Tompaidis, S Tsyplakov The Journal of Finance 59 (1), 165-205, 2004 | 91* | 2004 |
The timeline and events of the February 2021 Texas electric grid blackouts CW King, JD Rhodes, J Zarnikau, N Lin, E Kutanoglu, B Leibowicz, ... The University of Texas Energy Institute 2, 2021 | 84 | 2021 |
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 | 46* | 2013 |
Portfolio tax trading with carryover losses P Ehling, M Gallmeyer, S Srivastava, S Tompaidis, C Yang Management Science 64 (9), 4156-4176, 2018 | 40* | 2018 |
Real options in leasing: the effect of idle time C Kenyon, S Tompaidis Operations Research 49 (5), 675-689, 2001 | 38 | 2001 |
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 | 34* | 2009 |
Approximation of invariant surfaces by periodic orbits in high-dimensional maps: some rigorous results S Tompaidis Experimental Mathematics 5 (3), 197-209, 1996 | 32 | 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 | 29* | 2012 |
Efficient computation of hedging parameters for discretely exercisable options R Kaniel, S Tompaidis, A Zemlianov Operations research 56 (4), 811-826, 2008 | 26 | 2008 |
Numerical study of invariant sets of a quasiperiodic perturbation of a symplectic map S Tompaidis Experimental Mathematics 5 (3), 211-230, 1996 | 26 | 1996 |
Pricing American-style options by Monte Carlo simulation: Alternatives to ordinary least squares S Tompaidis, C Yang Journal of computational finance 18 (1), 2014 | 25 | 2014 |
Small transaction cost asymptotics and dynamic hedging C Albanese, S Tompaidis European Journal of Operational Research 185 (3), 1404-1414, 2008 | 19 | 2008 |
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 | 19 | 1994 |
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 | 19* | 1991 |
Market-making costs and liquidity: Evidence from CDS markets ME Paddrik, S Tompaidis OFR, 2019 | 14 | 2019 |