On the duality principle in option pricing: semimartingale setting. - Ernst Eberlein; Antonis Papapantoleon; Albert N. Shiryaev (Finance Stochastics, 2008)

Numerical Methods for the Lévy LIBOR Model. - Antonis Papapantoleon; David Skovmand (Euro-Par Workshops, 2010)

Affine LIBOR Models with Multiple Curves: Theory, Examples and Calibration. - Zorana Grbac; Antonis Papapantoleon; John Schoenmakers; David Skovmand (SIAM J. Financial Math., 2015)

An Equilibrium Model for Spot and Forward Prices of Commodities. - Michail Anthropelos; Michael Kupper; Antonis Papapantoleon (Math. Oper. Res., 2018)

Multivariate Shortfall Risk Allocation and Systemic Risk. - Yannick Armenti; Stéphane Crépey; Samuel Drapeau; Antonis Papapantoleon (SIAM J. Financial Math., 2018)

Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models. - Christian Bayer 001; Chiheb Ben Hammouda; Antonis Papapantoleon; Michael Samet; Raúl Tempone (CoRR, 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)

Machine learning for option pricing: an empirical investigation of network architectures. - Laurens Van Mieghem; Antonis Papapantoleon; Jonas Papazoglou-Hennig (CoRR, 2023)

Model-Free Bounds for Multi-Asset Options Using Option-Implied Information and Their Exact Computation. - Ariel Neufeld; Antonis Papapantoleon; Qikun Xiang (Manag. Sci., 2023)

A deep implicit-explicit minimizing movement method for option pricing in jump-diffusion models. - Emmanuil H. Georgoulis; Antonis Papapantoleon; Costas Smaragdakis (CoRR, 2024)

A time-stepping deep gradient flow method for option pricing in (rough) diffusion models. - Antonis Papapantoleon; Jasper Rou (CoRR, 2024)

Quasi-Monte Carlo for Efficient Fourier Pricing of Multi-Asset Options. - Christian Bayer 001; Chiheb Ben Hammouda; Antonis Papapantoleon; Michael Samet; Raúl Tempone (CoRR, 2024)

Improved model-free bounds for multi-asset options using option-implied information and deep learning. - Evangelia Dragazi; Shuaiqiang Liu; Antonis Papapantoleon (CoRR, 2024)