Antonis Papapantoleon
- Improved Fr 'echet-Hoeffding bounds on d-copulas and applications in\n model-free finance
2016/02/29 by Thibaut Lux, Antonis Papapantoleon, Lux, Thibaut +1 · 2 citations
Economics, Econometrics and Finance · #60E15 #62H05 #91G20 #Capital Investment and Risk Analysis #FOS: Economics and business #FOS: Mathematics #Market Dynamics and Volatility #Pricing of Securities (q-fin.PR) #Probability (math.PR) #Stochastic processes and financial applications
- Marginal and dependence uncertainty: bounds, optimal transport, and sharpness
2017/09/02 by Daniel Bartl, Michael Kupper, Bartl, Daniel +7 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · #28A35 #49N15 #60E15 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Monetary Policy and Economic Impact #Optimization and Control (math.OC) #Probability (math.PR) #Risk and Portfolio Optimization
- Model-free bounds for multi-asset options using option-implied information and their exact computation
2020/06/25 by Ariel Neufeld, Neufeld, Ariel, Antonis Papapantoleon +3 · 1 citation
Economics, Econometrics and Finance · Engineering · #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Monetary Policy and Economic Impact #Optimization and Control (math.OC) #Pricing of Securities (q-fin.PR) #Probability (math.PR) #Reservoir Engineering and Simulation Methods #Stochastic processes and financial applications