Tompaidis Stathis

Stathis Tompaidis

Information about the author Stathis Tompaidis will soon be added to the site.
Found 4 papers in total
Efficient Computation of Hedging Parameters for Discretely Exercisable Options
Efficient Computation of Hedging Parameters for Discretely Exercisable Options
2008
We propose an algorithm to calculate confidence intervals for the values of hedging...
Interruptible electricity contracts from an electricity retailer's point of view: valuation and optimal interruption
Interruptible electricity contracts from an electricity retailer's point of view: valuation and optimal interruption
2006
We consider interruptible electricity contracts issued by an electricity retailer that...
Valuation of Commodity-Based Swing Options
Valuation of Commodity-Based Swing Options
2004
In the energy markets, in particular the electricity and natural gas markets, many...
Real options in leasing: The effect of idle time
Real options in leasing: The effect of idle time
2001
We study options on short-term leases for capital-intensive equipment performing...
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