Stathis Tompaidis

Stathis Tompaidis

University of Texas Austin - Austin / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1676091
University of Texas at Austin
person_outline Stathis Tompaidis's MOST POPULAR ARTICLES
1-) Valuation of commodity-based swing optionsP Jaillet, EI Ronn, S TompaidisManagement science 50 (7), 909-921, 20044202004
2-) Energy futures prices: term structure models with Kalman filter estimationM Manoliu, S TompaidisApplied mathematical finance 9 (1), 21-43, 20021932002
3-) Interruptible electricity contracts from an electricity retailer\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\'s point of view: valuation and optimal interruptionR Baldick, S Kolos, S TompaidisOperations Research 54 (4), 627-642, 20061092006
4-) Determinants of credit spreads in commercial mortgagesS Titman, S Tompaidis, S TsyplakovReal Estate Economics 33 (4), 711-738, 20051052005
5-) Tax management strategies with multiple risky assetsMF Gallmeyer, R Kaniel, S TompaidisJournal of Financial Economics 80 (2), 243-291, 20061042006