ANTONIS PAPAPANTOLEON

ANTONIS PAPAPANTOLEON

Antonis Papapantoleon is a Professor of Mathematical Finance at the Delft Institute of Applied Mathematics, EEMCS, TU Delft and a member of the Delft FinTech Lab. He is also an Associate Professor at the Department of Mathematics of the National Technical University of Athens, where he is the Director of the Financial Engineering and Mathematical Optimization Lab. He is a member of IACM-FORTH.
ANTONIS
PAPAPANTOLEON
...
Delft Institute of Applied Mathematics, EEMCS, TU Delft, Mekelweg 4, 2628 CD Delft, The Netherlands & Department of Mathematics, School of Mathematical and Physical Sciences, National Technical University of Athens, Zografou 15780, Greece
+30 210 772 1701
Book:

• J. Kallsen, A. Papapantoleon (Eds.): Advanced Modelling in Mathematical Finance – In Honour of Ernst Eberlein. Springer, 2016.

Selected publications:

• M. Keller-Ressel, A. Papapantoleon, J. Teichmann: The affine LIBOR models. Mathematical Finance 23, 627–658, 2013.
• M. Anthropelos, M. Kupper, A. Papapantoleon: An equilibrium model for spot and forward prices of commodities. Mathematics of Operations Research 43, 152–180 2018.
• A. Papapantoleon, D. Possamaï, A. Saplaouras: Stability results for martingale representations: the general case. Transactions of the AMS 372, 5891–5946, 2019.
• D. Bartl, M. Kupper, T. Lux, A. Papapantoleon, S. Eckstein (appendix): Marginal and dependence uncertainty: bounds, optimal transport, and sharpness. SIAM Journal on Control and Optimization 60, 410–434, 2022.
• A. Neufeld, A. Papapantoleon, Q. Xiang: Model-free bounds for multi-asset options using option-implied information and their exact computation. Management Science 69, 2051–2068, 2023.
Stochastic Analysis: semimartingale theory; Lévy processes; SDEs and BSDEs.

Mathematical Finance: numerical methods in finance; risk measurement and systemic risk; equilibrium models; commodity markets; model-free finance; machine learning in finance.
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