Publications

Preprints

  • A. Papapantoleon, D. Possamaï, A. Saplaouras: Stability of backward stochastic differential equations: the general case. Preprint, 2021. [ pdf , Arxiv IconArxiv Icon ]

Publications

  • A. Neufeld, A. Papapantoleon, Q. Xiang: Model-free bounds for multi-asset options using option-implied information and their exact computation.  Management Science (forthcoming). [ pdf , Arxiv IconArxiv Icon ]
  • A. Papapantoleon, P. Yanez Sarmiento: Detection of arbitrage opportunities in multi-asset derivatives markets. Dependence Modeling 9, 439–459, 2021. [ pdf , Arxiv IconArxiv Icon ]