default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDAntoine Jacquier
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2024
[j26]Marc Geha, Antoine Jacquier
, Zan Zuric:
Large and moderate deviations for importance sampling in the Heston model. Ann. Oper. Res. 336(1-2): 47-92 (2024)- [j25]Josh Dees, Antoine Jacquier, Sylvain Laizet:
Unsupervised random quantum networks for PDEs. Quantum Inf. Process. 23(10): 325 (2024) - 2023
- [j24]Antoine Jacquier, Mugad Oumgari:
Deep Curve-Dependent PDEs for Affine Rough Volatility. SIAM J. Financial Math. 14(2): 353-382 (2023) - [i3]Lukas Gonon, Antoine Jacquier:
Universal Approximation Theorem and error bounds for quantum neural networks and quantum reservoirs. CoRR abs/2307.12904 (2023) - [i2]Ixandra Achitouv, Dragos Gorduza, Antoine Jacquier:
Natural Language Processing for Financial Regulation. CoRR abs/2311.08533 (2023) - [i1]Josh Dees, Antoine Jacquier, Sylvain Laizet:
Unsupervised Random Quantum Networks for PDEs. CoRR abs/2312.14975 (2023) - 2022
- [j23]Amine Assouel, Antoine Jacquier, Alexei Kondratyev:
A quantum generative adversarial network for distributions. Quantum Mach. Intell. 4(2): 1-19 (2022) - 2021
- [j22]Stefan Gerhold, Antoine Jacquier, Mikko S. Pakkanen, Henry Stone, Thomas Wagenhofer:
Pathwise large deviations for the rough Bergomi model: Corrigendum. J. Appl. Probab. 58(3): 849-850 (2021) - [j21]Mehdi El Amrani, Antoine Jacquier, Claude Martini:
Short Communication: Dynamics of Symmetric SSVI Smiles and Implied Volatility Bubbles. SIAM J. Financial Math. 12(2) (2021) - [j20]Filipe Fontanela, Antoine Jacquier, Mugad Oumgari:
Short Communication: A Quantum Algorithm for Linear PDEs Arising in Finance. SIAM J. Financial Math. 12(4) (2021) - 2020
- [j19]Antoine Jacquier, Fangwei Shi:
Small-time moderate deviations for the randomised Heston model. J. Appl. Probab. 57(1): 19-28 (2020) - [j18]Blanka Horvath, Antoine Jacquier, Peter Tankov:
Volatility Options in Rough Volatility Models. SIAM J. Financial Math. 11(2): 437-469 (2020) - [j17]Antoine Jacquier, Lorenzo Torricelli:
Anomalous Diffusions in Option Prices: Connecting Trade Duration and the Volatility Term Structure. SIAM J. Financial Math. 11(4): 1137-1167 (2020)
2010 – 2019
- 2019
- [j16]Blanka Horvath, Antoine Jacquier, Chloé Lacombe:
Asymptotic behaviour of randomised fractional volatility models. J. Appl. Probab. 56(2): 496-523 (2019) - [j15]Antoine Jacquier, Fangwei Shi:
The Randomized Heston Model. SIAM J. Financial Math. 10(1): 89-129 (2019) - 2018
- [j14]Antoine Jacquier, Mikko S. Pakkanen, Henry Stone:
Pathwise large deviations for the rough Bergomi model. J. Appl. Probab. 55(4): 1078-1092 (2018) - [j13]Antoine Jacquier, Martin Keller-Ressel:
Implied Volatility in Strict Local Martingale Models. SIAM J. Financial Math. 9(1): 171-189 (2018) - [j12]Antoine Jacquier, Hao Liu:
Optimal Liquidation in a Level-I Limit Order Book for Large-Tick Stocks. SIAM J. Financial Math. 9(3): 875-906 (2018) - [j11]Hamza Guennoun, Antoine Jacquier, Patrick Roome, Fangwei Shi:
Asymptotic Behavior of the Fractional Heston Model. SIAM J. Financial Math. 9(3): 1017-1045 (2018) - 2017
- [j10]Stefano De Marco, Caroline Hillairet, Antoine Jacquier:
Shapes of Implied Volatility with Positive Mass at Zero. SIAM J. Financial Math. 8(1): 709-737 (2017) - 2016
- [j9]Gaoyue Guo, Antoine Jacquier, Claude Martini, Leo Neufcourt:
Generalized Arbitrage-Free SVI Volatility Surfaces. SIAM J. Financial Math. 7(1): 619-641 (2016) - [j8]Jean-François Chassagneux, Antoine Jacquier, Ivo Mihaylov:
An Explicit Euler Scheme with Strong Rate of Convergence for Financial SDEs with Non-Lipschitz Coefficients. SIAM J. Financial Math. 7(1): 993-1021 (2016) - 2015
- [j7]Antoine Jacquier, Patrick Roome:
Asymptotics of Forward Implied Volatility. SIAM J. Financial Math. 6(1): 307-351 (2015) - 2013
- [j6]Carole Bernard, Zhenyu Cui, Martin Forde, Antoine Jacquier, Don McLeish, Aleksandar Mijatovic:
Correction note for 'The large-maturity smile for the Heston model'. Finance Stochastics 17(1): 223-224 (2013) - [j5]Antoine Jacquier, Matthew J. Lorig:
The Smile of Certain Lévy-Type Models. SIAM J. Financial Math. 4(1): 804-830 (2013) - [j4]Antoine Jacquier, Patrick Roome:
The Small-Maturity Heston Forward Smile. SIAM J. Financial Math. 4(1): 831-856 (2013) - 2012
- [j3]Martin Forde, Antoine Jacquier, Roger Lee:
The Small-Time Smile and Term Structure of Implied Volatility under the Heston Model. SIAM J. Financial Math. 3(1): 690-708 (2012) - 2011
- [j2]Martin Forde, Antoine Jacquier:
The large-maturity smile for the Heston model. Finance Stochastics 15(4): 755-780 (2011) - [j1]Martin Forde, Antoine Jacquier, Aleksandar Mijatovic:
A note on essential smoothness in the Heston model. Finance Stochastics 15(4): 781-784 (2011)
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from 
to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the 
of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from 
, 
, and 
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from 
.
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2025-01-21 00:24 CET by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
