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Antonis Papapantoleon
Antonis Papapantoleon
TU Delft
在 tudelft.nl 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Analysis of Fourier transform valuation formulas and applications
E Eberlein, K Glau, A Papapantoleon
Applied Mathematical Finance 17 (3), 211-240, 2010
2012010
An introduction to Lévy processes with applications in finance
A Papapantoleon
Lecture notes, TU Vienna, arXiv:0804.0482, 2008
1702008
On the duality principle in option pricing: semimartingale setting
E Eberlein, A Papapantoleon, AN Shiryaev
Finance and Stochastics 12 (2), 265-292, 2008
962008
Multivariate shortfall risk allocation and systemic risk
Y Armenti, S Crepey, S Drapeau, A Papapantoleon
SIAM Journal on Financial Mathematics 9, 90-126, 2018
822018
Esscher transform and the duality principle for multidimensional semimartingales
E Eberlein, A Papapantoleon, AN Shiryaev
The Annals of Applied Probability 19 (5), 1944-1971, 2009
742009
Equivalence of floating and fixed strike Asian and lookback options
E Eberlein, A Papapantoleon
Stochastic Processes and their Applications 115 (1), 31-40, 2005
692005
The affine LIBOR models
M Keller‐Ressel, A Papapantoleon, J Teichmann
Mathematical Finance 23 (4), 627-658, 2013
622013
Affine LIBOR models with multiple curves: theory, examples and calibration
Z Grbac, A Papapantoleon, J Schoenmakers, D Skovmand
SIAM Journal on Financial Mathematics 6, 984-1025, 2015
502015
Symmetries and pricing of exotic options in Lévy models
E Eberlein, A Papapantoleon
Exotic Option Pricing and Advanced Lévy Models, 99-128, 2005
502005
Existence and uniqueness results for BSDE with jumps: the whole nine yards
A Papapantoleon, D Possamaï, A Saplaouras
Electronic Journal of Probability 23 (121), 1-68, 2018
492018
Improved Fréchet-Hoeffding bounds on d-copulas and applications in model-free finance
T Lux, A Papapantoleon
The Annals of Applied Probability 27 (6), 3633–3671, 2017
432017
Applications of semimartingales and Lévy processes in finance: duality and valuation
A Papapantoleon
PhD Thesis, University of Freiburg, 2007
352007
Analyticity of the Wiener–Hopf factors and valuation of exotic options in Lévy models
E Eberlein, K Glau, A Papapantoleon
Advanced Mathematical Methods for Finance, 223-245, 2011
282011
A Fourier approach to the computation of CV@R and optimized certainty equivalents.
S Drapeau, M Kupper, A Papapantoleon
Journal of Risk 16 (6), 3-29, 2014
26*2014
Model-free bounds on Value-at-Risk using extreme value information and statistical distances
T Lux, A Papapantoleon
Insurance: Mathematics and Economics 86, 73-83, 2019
24*2019
Marginal and dependence uncertainty: bounds, optimal transport, and sharpness
D Bartl, M Kupper, T Lux, A Papapantoleon, S Eckstein (appendix)
SIAM Journal on Control and Optimization 60, 410–434, 2022
19*2022
Old and new approaches to LIBOR modeling
A Papapantoleon
Statistica Neerlandica 64 (3), 257-275, 2010
192010
Symmetries in Lévy term structure models
E Eberlein, W Kluge, A Papapantoleon
International Journal of Theoretical and Applied Finance 9 (6), 967-986, 2006
182006
Model-free bounds for multi-asset options using option-implied information and their exact computation
A Neufeld, A Papapantoleon, Q Xiang
Management Science 69 (4), 2051-2068, 2023
162023
Efficient and accurate log-Lévy approximations to Lévy driven LIBOR models
A Papapantoleon, J Schoenmakers, D Skovmand
Journal of Computational Finance 15 (4), 3-44, 2012
162012
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