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ORCIDAntonis Papapantoleon
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2020 – today
- 2024
[i6]Emmanuil H. Georgoulis, Antonis Papapantoleon, Costas Smaragdakis
:
A deep implicit-explicit minimizing movement method for option pricing in jump-diffusion models. CoRR abs/2401.06740 (2024)- [i5]Antonis Papapantoleon, Jasper Rou:
A time-stepping deep gradient flow method for option pricing in (rough) diffusion models. CoRR abs/2403.00746 (2024) - [i4]Christian Bayer, Chiheb Ben Hammouda, Antonis Papapantoleon, Michael Samet, Raúl Tempone:
Quasi-Monte Carlo for Efficient Fourier Pricing of Multi-Asset Options. CoRR abs/2403.02832 (2024) - [i3]Evangelia Dragazi, Shuaiqiang Liu, Antonis Papapantoleon:
Improved model-free bounds for multi-asset options using option-implied information and deep learning. CoRR abs/2404.02343 (2024) - 2023
- [j6]Ariel Neufeld, Antonis Papapantoleon, Qikun Xiang:
Model-Free Bounds for Multi-Asset Options Using Option-Implied Information and Their Exact Computation. Manag. Sci. 69(4): 2051-2068 (2023) - [i2]Laurens Van Mieghem, Antonis Papapantoleon, Jonas Papazoglou-Hennig:
Machine learning for option pricing: an empirical investigation of network architectures. CoRR abs/2307.07657 (2023) - 2022
- [j5]Daniel Bartl, Michael Kupper, Thibaut Lux, Antonis Papapantoleon, Stephan Eckstein:
Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness. SIAM J. Control. Optim. 60(1): 410-434 (2022) - [i1]Christian Bayer, Chiheb Ben Hammouda, Antonis Papapantoleon, Michael Samet, Raúl Tempone:
Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models. CoRR abs/2203.08196 (2022)
2010 – 2019
- 2018
- [j4]Michail Anthropelos, Michael Kupper, Antonis Papapantoleon:
An Equilibrium Model for Spot and Forward Prices of Commodities. Math. Oper. Res. 43(1): 152-180 (2018) - [j3]Yannick Armenti, Stéphane Crépey, Samuel Drapeau, Antonis Papapantoleon:
Multivariate Shortfall Risk Allocation and Systemic Risk. SIAM J. Financial Math. 9(1): 90-126 (2018) - 2015
- [j2]Zorana Grbac, Antonis Papapantoleon, John Schoenmakers, David Skovmand:
Affine LIBOR Models with Multiple Curves: Theory, Examples and Calibration. SIAM J. Financial Math. 6(1): 984-1025 (2015) - 2010
- [c1]Antonis Papapantoleon, David Skovmand:
Numerical Methods for the Lévy LIBOR Model. Euro-Par Workshops 2010: 463-470
2000 – 2009
- 2008
- [j1]Ernst Eberlein, Antonis Papapantoleon, Albert N. Shiryaev:
On the duality principle in option pricing: semimartingale setting. Finance Stochastics 12(2): 265-292 (2008)
Coauthor Index
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