Mηδεὶς ἀγεωμέτρητος εἰσίτω - rest your cursor over the text for 2"

I obtained my PhD under the supervision of Antonis Papapantoleon, at Technische Universität Berlin while associated with the RTG 1845 and the Berlin Mathematical School. From September 2017 I am holding a Post-Doctoral position at the Mathematics Department of the University of Michigan.

Research interests
Stochastic analysis, limit theorems for stochastic processes, Lévy processes,  backward stochastic differential equations with jumps, model uncertainty problems in mathematical finance.

A. Papapantoleon, D. Possamaï, A. Saplaouras
Existence and uniqueness results for BSDE with jumps: the whole nine yards,  arXiv.

Working papers
A. Papapantoleon, D. Possamaï, A. Saplaouras
Martingale representations are robust forthcoming

A. Papapantoleon, D. Possamaï, A. Saplaouras
BSDEs with jumps are robust forthcoming

2017 Fall Term MATH 472 002 Numerical Methods with Financial Applications (University of Michigan) 
2016/2017 Summer Semester Assistant in Finanzmathematik II (TU Berlin) - the tutorials are given in English
2016/2017   Winter Semester  Assistant in Analysis I für Ingenieurwissenschaften (TU Berlin)
2015/2016  Summer Semester  Assistant in Analysis I für Ingenieurwissenschaften (TU Berlin)
2012/2013  Summer Semester  Assistant in Finanzmathematik II (TU Berlin) - the tutorial was given in English
2012/2013  Winter Semester  Assistant in Analysis I für Ingenieurwissenschaften (TU Berlin)

Research Projects
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
Université Paris Dauphine (CEREMADE), D. Possamai, 15 October 2015- 15 January 2016, France 
Université Paris Dauphine (CEREMADE), D. Possamai, 21-25 September 2015, France 
Université Paris Dauphine (CEREMADE), D. Possamai, 02 - 07 November 2014, France 

Invited Talks 

Contributed Talks - inter alia
9th European Summer School in Financial Mathematics, 2016, Pushkin - Saint Petersburgh

Travel grants for international Conferences - inter alia
Stochastic Methods in Finance and Physics, 2015, Heraklion - poster presentation
Poster - here you can see one of the posters I have presented 

Lévy processes and G-Lévy processes, pdf - the thesis is written in English
Master thesis, 2012, National Technical University of Athens