Antonis Papapantoleon

According to our database, Antonis Papapantoleon authored at least 15 papers between 2008 and 2026.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2026

A deep implicit-explicit minimizing movement method for partial integro-differential equations, with application to option pricing in jump-diffusion models.

Emmanuil H. Georgoulis, Antonis Papapantoleon, Costas Smaragdakis

Commun. Nonlinear Sci. Numer. Simul., 2026

2025

Convergence of the generalization error for deep gradient flow methods for PDEs.

Chenguang Liu, Antonis Papapantoleon, Jasper Rou

CoRR, December, 2025

2024

Improved model-free bounds for multi-asset options using option-implied information and deep learning.

Evangelia Dragazi, Shuaiqiang Liu, Antonis Papapantoleon

CoRR, 2024

Quasi-Monte Carlo for Efficient Fourier Pricing of Multi-Asset Options.

Christian Bayer, Chiheb Ben Hammouda, Antonis Papapantoleon, Michael Samet, Raúl Tempone

CoRR, 2024

A time-stepping deep gradient flow method for option pricing in (rough) diffusion models.

Antonis Papapantoleon, Jasper Rou

CoRR, 2024

A deep implicit-explicit minimizing movement method for option pricing in jump-diffusion models.

Emmanuil H. Georgoulis, Antonis Papapantoleon, Costas Smaragdakis

CoRR, 2024

2023

Model-Free Bounds for Multi-Asset Options Using Option-Implied Information and Their Exact Computation.

Ariel Neufeld, Antonis Papapantoleon, Qikun Xiang

Manag. Sci., April, 2023

Machine learning for option pricing: an empirical investigation of network architectures.

Laurens Van Mieghem, Antonis Papapantoleon, Jonas Papazoglou-Hennig

CoRR, 2023

2022

Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness.

Daniel Bartl, Michael Kupper, Thibaut Lux, Antonis Papapantoleon, Stephan Eckstein

SIAM J. Control. Optim., 2022

Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models.

Christian Bayer, Chiheb Ben Hammouda, Antonis Papapantoleon, Michael Samet, Raúl Tempone

CoRR, 2022

2018

Multivariate Shortfall Risk Allocation and Systemic Risk.

Yannick Armenti, Stéphane Crépey, Samuel Drapeau, Antonis Papapantoleon

SIAM J. Financial Math., 2018

An Equilibrium Model for Spot and Forward Prices of Commodities.

Michail Anthropelos, Michael Kupper, Antonis Papapantoleon

Math. Oper. Res., 2018

2015

Affine LIBOR Models with Multiple Curves: Theory, Examples and Calibration.

Zorana Grbac, Antonis Papapantoleon, John Schoenmakers, David Skovmand

SIAM J. Financial Math., 2015

2010

Numerical Methods for the Lévy LIBOR Model.

Antonis Papapantoleon, David Skovmand

Proceedings of the Euro-Par 2010 Parallel Processing Workshops, 2010

2008

On the duality principle in option pricing: semimartingale setting.

Ernst Eberlein, Antonis Papapantoleon, Albert N. Shiryaev

Finance Stochastics, 2008