Concepedia

Antonis Papapantoleon

AP

Statistics

Publications

14

Citations

556

H-Index

11

Active since

2004

Affiliations

University of Freiburg(Current)

Technische Universität Berlin

National Technical University of Athens

Delft University of Technology

Steklov Mathematical Institute

Antonis Papapantoleon is an author at University of Freiburg specializing in business, financial economics, and option pricing.

ORCID

Publications per year

2004–2022

14

Publications

14

Analysis of Fourier Transform Valuation Formulas and Applications

Ernst Eberlein, Kathrin Glau, Antonis Papapantoleon · Applied Mathematical Finance · 2010 · 165 citations · Full text

, , +17

On the duality principle in option pricing: semimartingale setting

Ernst Eberlein, Antonis Papapantoleon, Albert N. Shiryaev · Finance and Stochastics · 2008 · 66 citations

, , +14

Equivalence of floating and fixed strike Asian and lookback options

Ernst Eberlein, Antonis Papapantoleon · Stochastic Processes and their Applications · 2004 · 57 citations

, , +5

Esscher transform and the duality principle for multidimensional semimartingales

Ernst Eberlein, Antonis Papapantoleon, Albert N. Shiryaev · The Annals of Applied Probability · 2009 · 52 citations · Full text

, , +16

THE AFFINE LIBOR MODELS

Martin Keller‐Ressel, Antonis Papapantoleon, Josef Teichmann · Mathematical Finance · 2012 · 43 citations · Full text

, , +15

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