- D. Bartl, M. Kupper, T. Lux, A. Papapantoleon, S. Eckstein (appendix):

**Sharpness of improved Fréchet–Hoeffding bounds: an optimal transport approach**.

Preprint, 2017. [pdf, arXiv/1709.00641]

- T. Lux, A. Papapantoleon:

**Model-free bounds on Value-at-Risk using partial dependence information**.

Preprint, 2016. [pdf, arXiv/1610.09734]

- A. Papapantoleon, D. Possamaï, A. Saplaouras:

**Existence and uniqueness results for BSDE with jumps: The whole nine yards**.

Preprint, 2016. [pdf, arXiv/1607.04214]

- J. Kallsen, A. Papapantoleon (Eds.):

**Advanced Modelling in Mathematical Finance – In Honour of Ernst Eberlein**.

Springer, 2016. [link]

- Y. Armenti, S. Crépey, S. Drapeau, A. Papapantoleon:

**Multivariate shortfall risk allocation and systemic risk**.

SIAM Journal on Financial Mathematics (forthcoming). [pdf, arXiv/1507.05351, code]

- A. Papapantoleon, R. Wardenga:

**Continuous tenor extension of affine LIBOR models with multiple curves and applications to XVA**.

Probability, Uncertainty and Quantitative Risk (forthcoming). [pdf, arXiv/1607.03522]

- T. Lux, A. Papapantoleon:

**Improved Fréchet–Hoeffding bounds for**.*d*-copulas and applications in model-free finance

Annals of Applied Probability (forthcoming). [pdf, arXiv/1602.08894]

- M. Anthropelos, M. Kupper, A. Papapantoleon:

**An equilibrium model for spot and forward prices of commodities**.

Mathematics of Operations Research (fortcoming). [pdf, arXiv/1502.00674, ssrn/2788508]

- K. Glau, Z. Grbac, A. Papapantoleon:

**A unified view of LIBOR models**.

In J. Kallsen, A. Papapantoleon (Eds.), Advanced Modelling in Mathematical Finance – In Honour of Ernst Eberlein, pp. 423–452, Springer, 2016. [pdf, arXiv/1601.01352]

- Z. Grbac, A. Papapantoleon, J. Schoenmakers, D. Skovmand:

**Affine LIBOR models with multiple curves: theory, examples and calibration**.

SIAM Journal on Financial Mathematics 6, 984–1025, 2015. [pdf, arXiv/1405.2450, published]

- A. Papapantoleon:

**Computation of copulas by Fourier methods**.

In K. Glau, M. Scherer, R. Zagst (Eds.), Innovations in Quantitative Risk Management, pp. 347–354, Springer, 2015. [pdf, arXiv/1108.1216, published]

- S. Drapeau, M. Kupper, A. Papapantoleon:

**A Fourier approach to the computation of CV@R and optimized certainty equivalents.**

Journal of Risk 16(6), 3–29, 2014. [pdf, arXiv/1212.6732]

- Z. Grbac, A. Papapantoleon:

**A tractable LIBOR model with default risk**.

Mathematics and Financial Economics 7, 203–227, 2013. [pdf, arXiv/1202.0587]

- A. Papapantoleon, J. Schoenmakers, D. Skovmand:

**Efficient and accurate log-Lévy approximations to Lévy driven LIBOR models**.

Journal of Computational Finance 15(4), 3–44, 2012. [pdf, arXiv/1106.0866]

- E. Eberlein, K. Glau, A. Papapantoleon:

**Analyticity of the Wiener–Hopf factors and valuation of exotic options in Lévy models**.

In G. Di Nunno, B. Øksendal (Eds.), Advanced Mathematical Methods for Finance, pp. 223–245, Springer, 2011. [pdf, arXiv/0911.0373]

- A. Papapantoleon:

**Old and new approaches to LIBOR modeling**.

Statistica Neerlandica 64, 257–275, 2010. [pdf, arXiv/0910.4941]

- M. Keller-Ressel, A. Papapantoleon, J. Teichmann:

**The affine LIBOR models**.

Mathematical Finance 23, 627–658, 2013. [pdf, arXiv/0904.0555]

- E. Eberlein, K. Glau, A. Papapantoleon:

**Analysis of Fourier transform valuation formulas and applications**.

Applied Mathematical Finance 17, 211–240, 2010. [pdf, arXiv/0809.3405]

- E. Eberlein, A. Papapantoleon, A. N. Shiryaev:

**Esscher transform and the duality principle for multidimensional semimartingales**.

Annals of Applied Probability 19, 1944–1971, 2009. [arXiv/0809.0301, published]

- W. Kluge, A. Papapantoleon:

**On the valuation of compositions in Lévy term structure models**.

Quantitative Finance 9, 951–959, 2009. [pdf, arXiv/0902.3456]

- E. Eberlein, A. Papapantoleon, A. N. Shiryaev:

**On the duality principle in option pricing: semimartingale setting**.

Finance and Stochastics 12, 265–292, 2008. [pdf]

- E. Eberlein, W. Kluge, A. Papapantoleon:

**Symmetries in Lévy term structure models.**

International Journal of Theoretical and Applied Finance 9, 967–986, 2006. [pdf]

- E. Eberlein, A. Papapantoleon:

**Symmetries and pricing of exotic options in Lévy models.**

In A. Kyprianou, W. Schoutens, P. Wilmott (Eds.), Exotic option pricing and advanced Lévy models, pp. 99–128, Wiley, 2005. [pdf]

- E. Eberlein, A. Papapantoleon:

**Equivalence of floating and fixed strike Asian and lookback options.**

Stochastic Processes and Their Applications 115, 31–40, 2005. [pdf]

- A. Papapantoleon:

**Applications of semimartingales and Lévy processes in finance: duality and valuation**.

Ph.D. Thesis, University of Freiburg, 2007. Directed by Ernst Eberlein. [pdf]

- A. Papapantoleon:

**An introduction to Lévy processes with applications in finance.**

Lecture notes, TU Vienna, 2008. [pdf, arXiv/0804.0482]

- A. Papapantoleon, D. Skovmand:

**Picard approximation of SDEs and application to LIBOR models**.

Working paper, TU Berlin, 2010. [pdf, arXiv/1007.3362]

- A. Papapantoleon:

**Improved Fréchet–Hoeffding bounds and model-free finance.**

Oberwolfach Reports (forthcoming).

- P. Friz, M. Keller-Ressel, A. Papapantoleon:

**Affine and beyond affine processes in finance: LIBOR modeling and stochastic volatility.**

In P. Deuflhard et al. (Eds), Matheon – Mathematics for Key Technologies, pp. 299–313, EMS, 2014.

- A. Papapantoleon, D. Skovmand:

**Numerical methods for the Lévy LIBOR model**.

In M.R. Guarracino et al. (Eds.), Euro-Par 2010, Parallel Processing Workshops, LNCS 6586, pp. 463–470, Springer, 2011. [pdf, arXiv/1006.3340]

- A. Papapantoleon, M. Siopacha:

**Strong Taylor approximation of SDEs and application to the Lévy LIBOR model**.

In M. Vanmaele et al. (Eds.), Proceedings of the Actuarial and Financial Mathematics Conference, pp. 47–62, 2010. [pdf, arXiv/0906.5581]