Analysis of Fourier Transform Valuation Formulas and Applications
Eberlein, Ernst, Glau, Kathrin, Papapantoleon, Antonis
Published in Applied mathematical finance. (01.07.2010)
Published in Applied mathematical finance. (01.07.2010)
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Journal Article
Stability of backward stochastic differential equations: the general Lipschitz case
Papapantoleon, Antonis, Possamaï, Dylan, Saplaouras, Alexandros
Published in Electronic journal of probability (01.01.2023)
Published in Electronic journal of probability (01.01.2023)
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Journal Article
Existence and uniqueness results for BSDE with jumps: the whole nine yards
Papapantoleon, Antonis, Possamaï, Dylan, Saplaouras, Alexandros
Published in Electronic journal of probability (01.01.2018)
Published in Electronic journal of probability (01.01.2018)
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Journal Article
THE AFFINE LIBOR MODELS
Keller-Ressel, Martin, Papapantoleon, Antonis, Teichmann, Josef
Published in Mathematical finance (01.10.2013)
Published in Mathematical finance (01.10.2013)
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Journal Article
A Fourier approach to the computation of conditional value-at-risk and optimized certainty equivalents
Drapeau, Samuel, Kupper, Michael, Papapantoleon, Antonis
Published in The journal of risk (01.01.2014)
Published in The journal of risk (01.01.2014)
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Journal Article
Existence, uniqueness and propagation of chaos for general McKean-Vlasov and mean-field BSDEs
Papapantoleon, Antonis, Saplaouras, Alexandros, Theodorakopoulos, Stefanos
Year of Publication 25.08.2024
Year of Publication 25.08.2024
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Journal Article
Efficient and accurate log-Lévy approximations of Lévy-driven LIBOR models
Papapantoleon, Antonis, Schoenmakers, John, Skovmand, David
Published in The journal of computational finance (01.07.2012)
Published in The journal of computational finance (01.07.2012)
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Journal Article