Antonis Papapantoleon – Institute of Applied and Computational Mathematics

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 Affiliated Scientist at IACM-FORTH.

Contact Info

First Name	ANTONIS
Last Name	PAPAPANTOLEON
Email	a.papapantoleon@iacm.forth.gr
CV	curriculum-vitae
Webpage	https://fa.ewi.tudelft.nl/~apapapantoleon/
Address	Delft Institute of Applied Mathematics, EEMCS, TU Delft, Mekelweg 4, 2628 CD Delft

PUBLICATIONS

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.

RESEARCH

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.