Antonis Papapantoleon: search on Z-Library

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1

[Springer Proceedings in Mathematics & Statistics] Advanced Modelling in Mathematical Finance Volume 189 ||

Kallsen, Jan, Papapantoleon, Antonis

Year:

2016

Language:

english

File:

PDF, 9.55 MB

english, 2016

2

Analysis of Fourier Transform Valuation Formulas and Applications

Eberlein, Ernst, Glau, Kathrin, Papapantoleon, Antonis

Journal:

Applied Mathematical Finance

Year:

2010

Language:

english

File:

PDF, 255 KB

english, 2010

3

Continuous tenor extension of affine LIBOR models with multiple curves and applications to XVA

Papapantoleon, Antonis, Wardenga, Robert

Journal:

Probability, Uncertainty and Quantitative Risk

Year:

2018

Language:

english

File:

PDF, 1.60 MB

english, 2018

4

Equivalence of floating and fixed strike Asian and lookback options

Ernst Eberlein, Antonis Papapantoleon

Journal:

Stochastic Processes and their Applications

Year:

2005

Language:

english

File:

PDF, 226 KB

english, 2005

5

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

Grbac, Zorana, Papapantoleon, Antonis, Schoenmakers, John, Skovmand, David

Journal:

SIAM Journal on Financial Mathematics

Year:

2015

Language:

english

File:

PDF, 516 KB

english, 2015

6

Multivariate Shortfall Risk Allocation and Systemic Risk

Armenti, Yannick, Crépey, Stéphane, Drapeau, Samuel, Papapantoleon, Antonis

Journal:

SIAM Journal on Financial Mathematics

Year:

2018

Language:

english

File:

PDF, 1.03 MB

english, 2018

7

EXPANSION FORMULAS FOR EUROPEAN QUANTO OPTIONS IN A LOCAL VOLATILITY FX-LIBOR MODEL

HOK, JULIEN, NGARE, PHILIP, PAPAPANTOLEON, ANTONIS

Journal:

International Journal of Theoretical and Applied Finance

Year:

2018

Language:

english

File:

PDF, 606 KB

english, 2018

8

Stability results for martingale representations: The general case

Papapantoleon, Antonis, Possamaï, Dylan, Saplaouras, Alexandros

Journal:

Transactions of the American Mathematical Society

Year:

2019

Language:

english

File:

PDF, 727 KB

english, 2019

9

A tractable LIBOR model with default risk

Grbac, Zorana, Papapantoleon, Antonis

Journal:

Mathematics and Financial Economics

Year:

2013

Language:

english

File:

PDF, 379 KB

english, 2013

10

On the valuation of compositions in Lévy term structure models

Kluge, Wolfgang, Papapantoleon, Antonis

Journal:

Quantitative Finance

Year:

2009

Language:

english

File:

PDF, 195 KB

english, 2009

11

SYMMETRIES IN LÉVY TERM STRUCTURE MODELS

EBERLEIN, ERNST, KLUGE, WOLFGANG, PAPAPANTOLEON, ANTONIS

Journal:

International Journal of Theoretical and Applied Finance

Year:

2006

Language:

english

File:

PDF, 263 KB

english, 2006

12

Improved Fréchet–Hoeffding bounds on $d$-copulas and applications in model-free finance

Lux, Thibaut, Papapantoleon, Antonis

Journal:

The Annals of Applied Probability

Year:

2017

Language:

english

File:

PDF, 543 KB

english, 2017

13

An Equilibrium Model for Spot and Forward Prices of Commodities

Anthropelos, Michail, Kupper, Michael, Papapantoleon, Antonis

Journal:

Mathematics of Operations Research

Year:

2018

Language:

english

File:

PDF, 712 KB

english, 2018

14

Model-free bounds on Value-at-Risk using extreme value information and statistical distances

Lux, Thibaut, Papapantoleon, Antonis

Journal:

Insurance: Mathematics and Economics

Year:

2019

Language:

english

File:

PDF, 440 KB

english, 2019

15

On the duality principle in option pricing: semimartingale setting

Ernst Eberlein, Antonis Papapantoleon, Albert N. Shiryaev

Journal:

Finance and Stochastics

Year:

2008

Language:

english

File:

PDF, 533 KB

english, 2008

16

Old and new approaches to LIBOR modeling

Antonis Papapantoleon

Journal:

Statistica Neerlandica

Year:

2010

Language:

english

File:

PDF, 185 KB

english, 2010

17

THE AFFINE LIBOR MODELS

Martin Keller-Ressel, Antonis Papapantoleon, Josef Teichmann

Journal:

Mathematical Finance

Year:

2012

Language:

english

File:

PDF, 696 KB

english, 2012

18

ESSCHER TRANSFORM AND THE DUALITY PRINCIPLE FOR MULTIDIMENSIONAL SEMIMARTINGALES

Ernst Eberlein, Antonis Papapantoleon and Albert N. Shiryaev

Journal:

The Annals of Applied Probability

Year:

2009

Language:

english

File:

PDF, 1.61 MB

english, 2009

19

[Springer Proceedings in Mathematics & Statistics] Advanced Modelling in Mathematical Finance Volume 189 || Cointegrated Commodity Markets and Pricing of Derivatives in a Non-Gaussian Framework

Kallsen, Jan, Papapantoleon, Antonis

Year:

2016

Language:

english

File:

PDF, 234 KB

english, 2016

20

[Springer Proceedings in Mathematics & Statistics] Advanced Modelling in Mathematical Finance Volume 189 || Model Uncertainty in a Holistic Perspective

Kallsen, Jan, Papapantoleon, Antonis

Year:

2016

Language:

english

File:

PDF, 383 KB

english, 2016

21

Esscher transform and the duality principle for multidimensional semimartingales

Eberlein, Ernst, Papapantoleon, Antonis, Shiryaev, Albert N.

Journal:

The Annals of Applied Probability

Year:

2009

Language:

english

File:

PDF, 247 KB

english, 2009