Antonis Papapantoleon

Publication Activity (10 Years)

Years Active: 2008-2024
Publications (10 Years): 11

Top Topics

Theoretical Developments

Double Exponential

Top Venues

SIAM J. Financial Math.

Math. Oper. Res.

Publications

Evangelia Dragazi, Shuaiqiang Liu, Antonis Papapantoleon
Improved model-free bounds for multi-asset options using option-implied information and deep learning. CoRR (2024)
Antonis Papapantoleon, Jasper Rou
A time-stepping deep gradient flow method for option pricing in (rough) diffusion models. CoRR (2024)
Emmanuil H. Georgoulis, Antonis Papapantoleon, Costas Smaragdakis
A deep implicit-explicit minimizing movement method for option pricing in jump-diffusion models. CoRR (2024)
Christian Bayer, Chiheb Ben Hammouda, Antonis Papapantoleon, Michael Samet, Raúl Tempone
Quasi-Monte Carlo for Efficient Fourier Pricing of Multi-Asset Options. CoRR (2024)
Laurens Van Mieghem, Antonis Papapantoleon, Jonas Papazoglou-Hennig
Machine learning for option pricing: an empirical investigation of network architectures. CoRR (2023)
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) (2023)
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 (2022)
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) (2022)
Yannick Armenti, Stéphane Crépey, Samuel Drapeau, Antonis Papapantoleon
Multivariate Shortfall Risk Allocation and Systemic Risk. SIAM J. Financial Math. 9 (1) (2018)
Michail Anthropelos, Michael Kupper, Antonis Papapantoleon
An Equilibrium Model for Spot and Forward Prices of Commodities. Math. Oper. Res. 43 (1) (2018)
Zorana Grbac, Antonis Papapantoleon, John Schoenmakers, David Skovmand
Affine LIBOR Models with Multiple Curves: Theory, Examples and Calibration. SIAM J. Financial Math. 6 (1) (2015)
Antonis Papapantoleon, David Skovmand
Numerical Methods for the Lévy LIBOR Model. Euro-Par Workshops (2010)
Ernst Eberlein, Antonis Papapantoleon, Albert N. Shiryaev
On the duality principle in option pricing: semimartingale setting. Finance Stochastics 12 (2) (2008)