Antonis Papapantoleon
National Technical University
H-index: 18
Asia-Mongolia
Top articles of Antonis Papapantoleon
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Quasi-Monte Carlo for Efficient Fourier Pricing of Multi-Asset Options | arXiv preprint arXiv:2403.02832 | Christian Bayer Chiheb Ben Hammouda Antonis Papapantoleon Michael Samet Raúl Tempone | 2024/3/5 |
A time-stepping deep gradient flow method for option pricing in (rough) diffusion models | arXiv preprint arXiv:2403.00746 | Antonis Papapantoleon Jasper Rou | 2024/3/1 |
A deep implicit-explicit minimizing movement method for option pricing in jump-diffusion models | arXiv preprint arXiv:2401.06740 | Emmanuil H Georgoulis Antonis Papapantoleon Costas Smaragdakis | 2024/1/12 |
Stability of backward stochastic differential equations: the general Lipschitz case | Electronic Journal of Probability | Antonis Papapantoleon Dylan Possamaï Alexandros Saplaouras | 2023 |
Machine learning for option pricing: an empirical investigation of network architectures | arXiv preprint arXiv:2307.07657 | Laurens Van Mieghem Antonis Papapantoleon Jonas Papazoglou-Hennig | 2023/7/14 |
Model-free bounds for multi-asset options using option-implied information and their exact computation | Management Science | Ariel Neufeld Antonis Papapantoleon Qikun Xiang | 2023/4 |
Optimal damping with hierarchical adaptive quadrature for efficient Fourier pricing of multi-asset options in Lévy models | arXiv preprint arXiv:2203.08196 | Christian Bayer Chiheb Ben Hammouda Antonis Papapantoleon Michael Samet Raúl Tempone | 2022/3/15 |
Marginal and dependence uncertainty: bounds, optimal transport, and sharpness | SIAM Journal on Control and Optimization 60, 410–434 | Daniel Bartl Michael Kupper Thibaut Lux Antonis Papapantoleon Stephan Eckstein (appendix) | 2022 |
Detection of arbitrage opportunities in multi-asset derivatives markets | Dependence Modeling | Antonis Papapantoleon Paulo Yanez Sarmiento | 2021/1/1 |
Co-Authors
