Since January 2025 I am a Postdoc at the Department of Mathematics of ETH Zurich and, more precisely, a member of the research group of Dylan Possamaï.
Previously, I was the principal investigator of the H.F.R.I. project "Stability and Numerics for BSDEs under Uncertainty and Applications (START)" (S.A.5, Proposal No: 235), hosted by the School of Applied Mathematical and Physical Sciences of the National Technical University of Athens (NTUA). Prior to that, I was Post-Doctoral Assistant Professor at the Department of Mathematics of the University of Michigan and member of the group of the Financial and Actuarial Mathematics Research Group. My research mentor was Erhan Bayraktar. I obtained my PhD in July 2017 under the supervision of Antonis Papapantoleon, at Technische Universität Berlin while associated with the RTG 1845 and the Berlin Mathematical School. My master as well as my undergraduate studies were completed at the School of Applied Mathematical and Physical Sciences at National Technical University of Athens.
Σεμινάριο Στοχαστικού Λογισμού (Seminar on Stochastic Calculus - to be held in Greek)
Starting from the upcoming academic year, I am co-organizing a seminar on stochastic calculus together with Konstantinos Dareiotis (University of Leeds) and Stavros Vakeroudis (AUEB). The seminar is primarily aimed at students and early-career researchers, but faculty members are also welcome to attend. It will be conducted in Greek and held in a hybrid format (in-person and online). Please note that participants are expected to have a basic knowledge of stochastic calculus. If you're interested in participating, please fill out the form here.
Research interests
Stochastic analysis, applied probability, limit theorems for stochastic processes and their numerical implementations, Lévy processes, forward-backward stochastic differential equations with jumps, model uncertainty problems in mathematical finance.
Events
HFRI START Autumn School: (2)BSDEs: Stability and Applications, N.T.U.A., Athens, Greece, November 2024.
New Challenges in Financial Markets: Math, Energy, Sustainability, AI, NTUA, Athens, Greece, 31 October 2024.
New Challenges in Financial Mathematics and Mathematical Economics, NTUA, Athens, Greece, 03 March 2023.
Publications - arXiv, Google Scholar, ORCiD
A. Papapantoleon, D. Possamaï, A. Saplaouras, Stability of backward differential equations: the general Lipschitz case, Electronic Journal of Probability Volume 28 (2023), pp. 1-56.
A. Papapantoleon, D. Possamaï, A. Saplaouras, Stability results for martingale representations: the general case, Transactions of the American Mathematical Society 372 (2019), pp. 5891-5946.
A. Papapantoleon, D. Possamaï, A. Saplaouras, Existence and uniqueness results for BSDE with jumps: the whole nine yards, Electronic Journal of Probability Volume 23 (2018), paper no. 121, pp. 1-68.
Preprints
D. Possamaï, A. Saplaouras, M. Rodrigues, Mind the jumps: when 2BSDEs meet semi-martingales, arXiv.
A. Papapantoleon, A. Saplaouras, S. Theodorakopoulos, Stability of backward propagation of chaos, arXiv.
A. Papapantoleon, A. Saplaouras, S. Theodorakopoulos, Existence, uniqueness and propagation of chaos for general McKean-Vlasov and mean-field BSDEs, arXiv.
A. Saplaouras, A general and sharp regularity condition for integro-differential equations with non-dominated measures, arXiv.
C. Liu, A. Papapantoleon, A. Saplaouras, Convergence rates for Backward SDEs driven by Lévy processes, arXiv.
Honors and Awards
The B. Alan Taylor Award, Department of Mathematics, University of Michigan (2019) - in recognition of outstanding teaching in Mathematics.
PhD Thesis
Backward stochastic differential equations with jumps are stable, Institute für Mathematik, TU Berlin, 2017.
Teaching
Research projects
Principal Investigator of the H.F.R.I. project "Stability and Numerics for BSDEs under Uncertainty and Applications (START)"
Member of the DAAD PROCOPE program 57050542: “Financial markets in transition: mathematical models and challenges”
Member of the DAAD IKYDA program 54718970: “Stochastic Analysis in Finance and Physics”
Short-term visits
Nanyang Technological University, A. Neufeld, 28 October - 01 November 2019, Singapore, Singapore
Université Paris Dauphine (CEREMADE), D. Possamaï, 15 October 2015 - 15 January 2016, Paris, France
Université Paris Dauphine (CEREMADE), D. Possamaï, 21 - 25 September 2015, Paris, France
Université Paris Dauphine (CEREMADE), D. Possamaï, 02 - 07 November 2014, Paris, France
Invited talk
Mathematical Finance Seminar, 2025, Berlin, Germany.
Financial/Actuarial Mathematics Seminar - Department of Mathematics, 2024, Ann Arbor, MI, U.S.A.
Modeling, Learning and Understanding: Modern Challenges between Financial Mathematics, Financial Technology and Financial Economics, 2024, Banff, AL, Canada
New Challenges in Energy Markets: Math, Data and AI, 2023, Athens, Greece
Stochastic Methods in Finance and Physics, 2023, Heraklion, Greece
Princeton University, Financial Mathematics Seminar, 2019, Princeton, USA
Nanyang Technological University, School of Physical and Applied Sciences Seminar, 2019, Singapore, Republic of Singapore
Stochastic Methods in Finance and Physics, 2018, Heraklion, Greece
Summer School on "Numerical Analysis for deterministic and stochastic differential equations", 2018, Athens, Greece
Center for Financial Mathematics & Actuarial Research, 2018, Santa Barbara, USA
Workshop on Stochastic Analysis applied to economics, finance and insurance, 2018, Santiago, Chile
Berlin-Paris Young Researchers Workshop, Stochastic Analysis with applications in Biology and Finance, 2016, Berlin, Germany
National Technical University of Athens, Division of Mathematics Seminar, 2016, Athens, Greece
Probabilités et Mathématiques financières Seminar, 2016, Évry, France - the page is in French
Contributed talks - inter alia
2nd ETH-HK-Imperial Joint Workshop on Quantitative Finance, 2025, Hong Kong
12th Bachelier World Congress, 2024, Rio de Janeiro, Brazil
3rd Young Researchers Conference in Areas of Mathematical Sciences, 2024, Ioannina, Greece
SIAM Conference on Financial Mathematics and Engineering, 2019, Toronto, Canada
Workshop on BSDEs and SPDEs, 2017, Edinburgh, United Kingdom
9th European Summer School in Financial Mathematics, 2016, Pushkin - Saint Petersburg, Russia
9th World Congress of the Bachelier Finance Society, 2016, New York City, USA
12th German Probability and Statistics Days, 2016, Bochum, Germany
Travel grants for international Conferences - inter alia
Stochastic Methods in Finance and Physics, 2015, Heraklion, Greece - poster presentation
Methods of Mathematical Finance, a conference in honor of Steven Shreve's 65th birthday, 2015, Pittsburgh, USA - poster presentation
7th European Summer School in Financial Mathematics, 2014, Oxford, England