Laugh in his face.

"For pity's sake", he pleads. "They're rewriting history!".

The train pulls up alongside, just as two thugs armed with big knives round the corner onto the platform. "Hey!" shouts one of them, "hand it over!".

You can:

Hand the painting over to them. Those are big knives!

Stand your ground and fight the hoods. An act of reckless bravery would look good on your CV.

Wait until the doors start to close then jump on the train taking the painting with you.

Wait until the doors start to close then jump on the train leaving the painting on the platform.