Antonis Papapantoleon

Finance · 2005–2008

A researcher in the Science corpus: 4 papers; trusts 21 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Finance — 32 citations into it; #4,642 of 10,518 by trust here, #6,671 by citations
• Economics and Econometrics — 17 citations into it; #13,946 of 23,481 by trust here, #18,597 by citations
• Demography — 7 citations into it; #3,039 of 4,236 by trust here, #3,835 by citations
• Management Science and Operations Research — 5 citations into it
• Mathematical Physics — 5 citations into it

Whom Antonis Papapantoleon trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Wim Schoutens
2. Ernst Eberlein
3. Sebastian Raible
4. Andreas E. Kyprianou
5. Steven Kou
6. Rama Cont
7. Peter P. Carr
8. Konstantin Borovkov
9. Ole E. Barndorff-Nielsen
10. Alexander Novikov

Who trusts Antonis Papapantoleon overall

1. L. Pospisil
2. Ernst Eberlein
3. Jan Vecer
4. Joan Bruna
5. Ole E. Barndorff-Nielsen

Papers from Antonis Papapantoleon's perspective

Ordered by how strongly the researchers Antonis Papapantoleon trusts endorse each paper. Same corpus, a different order for every researcher.

1. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
2. The Pricing of Options and Corporate Liabilities
3. The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
4. The Fine Structure of Asset Retums : An Empirical Investigation '
5. Option Pricing by Transform Methods: Extensions, Unification, and Error Control
6. Financial Modelling with Jump Processes
7. Lévy Processes in Finance: Pricing Financial Derivatives
8. Lévy Processes in Finance: Theory, Numerics, and Empirical Facts
9. Introductory Lectures on Fluctuations of Lévy Processes with Applications
10. The Generalized Hyperbolic Model: Estimation, Financial Derivatives, and Risk Measures

Their papers

• Equivalence of floating and fixed strike Asian and lookback options (2005) — 55 citations
• Analysis of Fourier Transform Valuation Formulas and Applications (2008) — 168 citations
• Esscher transform and the duality principle for multidimensional semimartingales (2008) — 75 citations
• An introduction to Lévy processes with applications in finance (2008) — 96 citations