Antonis Papapantoleon

15 papers Journal 14Unranked 1
YearRankTypeTitle / Venue / Authors
2026 J jnl
A deep implicit-explicit minimizing movement method for partial integro-differential equations, with application to option pricing in jump-diffusion models.
Commun. Nonlinear Sci. Numer. Simul.
Emmanuil H. Georgoulis, Antonis Papapantoleon, Costas Smaragdakis
2025 J jnl
Convergence of the generalization error for deep gradient flow methods for PDEs.
CoRR
Chenguang Liu, Antonis Papapantoleon, Jasper Rou
2024 J jnl
A deep implicit-explicit minimizing movement method for option pricing in jump-diffusion models.
CoRR
Emmanuil H. Georgoulis, Antonis Papapantoleon, Costas Smaragdakis
2024 J jnl
A time-stepping deep gradient flow method for option pricing in (rough) diffusion models.
CoRR
Antonis Papapantoleon, Jasper Rou
2024 J jnl
Improved model-free bounds for multi-asset options using option-implied information and deep learning.
CoRR
Evangelia Dragazi, Shuaiqiang Liu, Antonis Papapantoleon
2024 J jnl
Quasi-Monte Carlo for Efficient Fourier Pricing of Multi-Asset Options.
CoRR
Christian Bayer, Chiheb Ben Hammouda, Antonis Papapantoleon, Michael Samet, Raúl Tempone
2023 J jnl
Machine learning for option pricing: an empirical investigation of network architectures.
CoRR
Laurens Van Mieghem, Antonis Papapantoleon, Jonas Papazoglou-Hennig
2023 J jnl
Model-Free Bounds for Multi-Asset Options Using Option-Implied Information and Their Exact Computation.
Manag. Sci.
Ariel Neufeld, Antonis Papapantoleon, Qikun Xiang
2022 J jnl
Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness.
SIAM J. Control. Optim.
Daniel Bartl, Michael Kupper, Thibaut Lux, Antonis Papapantoleon, Stephan Eckstein
2022 J jnl
Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models.
CoRR
Christian Bayer, Chiheb Ben Hammouda, Antonis Papapantoleon, Michael Samet, Raúl Tempone
2018 J jnl
An Equilibrium Model for Spot and Forward Prices of Commodities.
Math. Oper. Res.
Michail Anthropelos, Michael Kupper, Antonis Papapantoleon
2018 J jnl
Multivariate Shortfall Risk Allocation and Systemic Risk.
SIAM J. Financial Math.
Yannick Armenti, Stéphane Crépey, Samuel Drapeau, Antonis Papapantoleon
2015 J jnl
Affine LIBOR Models with Multiple Curves: Theory, Examples and Calibration.
SIAM J. Financial Math.
Zorana Grbac, Antonis Papapantoleon, John Schoenmakers, David Skovmand
2010 — conf
Numerical Methods for the Lévy LIBOR Model.
Euro-Par Workshops
Antonis Papapantoleon, David Skovmand
2008 J jnl
On the duality principle in option pricing: semimartingale setting.
Finance Stochastics
Ernst Eberlein, Antonis Papapantoleon, Albert N. Shiryaev