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

I am a Post-Doctoral Assistant Professor at the Mathematics Department of the University of Michigan and member of the group of the Financial and Actuarial MathematicsMy research mentor is 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

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

Publications - ORCID
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, 68 pp.  [DOI, bib.data].
A. Papapantoleon, D. Possamaï, A. Saplaouras, Stability results for martingale representations: the general case , Transactions of the American Mathematical Society, in press or arXiv.

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

PhD Thesis

 2019 Spring Term MATH 423 Mathematics of Finance (University of Michigan) 
2019 Winter Term MATH 506 Stochastic Analysis for Finance (University of Michigan)
2018Fall Term MATH/STATS 526 Discrete State Stochastic Processes (University of Michigan)
2018 Winter Term MATH/STATS 526 Discrete State Stochastic Processes (University of Michigan)
2017 Fall Term MATH 472 Numerical Methods with Financial Applications (University of Michigan) 
2016/2017 Summer Semester Assistant in Finanzmathematik II (TU Berlin) - the tutorials were 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, Paris, France 
Université Paris Dauphine (CEREMADE), D. Possamai, 21 - 25 September 2015, Paris, France 
Université Paris Dauphine (CEREMADE), D. Possamai, 02 - 07 November 2014, Paris, France 

Invited talks 

Contributed talks - inter alia
Workshop on BSDEs and SPDEs, 2017, Edinburgh, United Kingdom 
9th European Summer School in Financial Mathematics, 2016, Pushkin - Saint Petersburgh, Russia

Travel grants for international Conferences - inter alia
Stochastic Methods in Finance and Physics, 2015, Heraklion, Greece - 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