Antoine Jacquier
Imperial College London
H-index: 24
Europe-United Kingdom
Top articles of Antoine Jacquier
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Risk premium and rough volatility | arXiv preprint arXiv:2403.11897 | Ofelia Bonesini Antoine Jacquier Aitor Muguruza | 2024/3/18 |
Rough volatility, path-dependent PDEs and weak rates of convergence | arXiv preprint arXiv:2304.03042 | Ofelia Bonesini Antoine Jacquier Alexandre Pannier | 2023/4/6 |
Interest rate convexity in a Gaussian framework | arXiv preprint arXiv:2307.14218 | Antoine Jacquier Mugad Oumgari | 2023/7/26 |
Natural Language Processing for Financial Regulation | arXiv preprint arXiv:2311.08533 | Ixandra Achitouv Dragos Gorduza Antoine Jacquier | 2023/11/14 |
Chapter 8: Asymptotics | Christian Bayer Peter K Friz Masaaki Fukasawa Antoine Jacquier | 2023 | |
Propagation of carbon tax in credit portfolio through macroeconomic factors | arXiv preprint arXiv:2307.12695 | Géraldine Bouveret Jean-François Chassagneux Smail Ibbou Antoine Jacquier Lionel Sopgoui | 2023/7/24 |
Quantum Computing for Financial Mathematics | arXiv preprint arXiv:2311.06621 | Antoine Jacquier Oleksiy Kondratyev Gordon Lee Mugad Oumgari | 2023/11/11 |
Chapter 4: Rough Heston | Stefan Gerhold Antoine Jacquier Mathieu Rosenbaum | 2023 | |
Universal Approximation Theorem and error bounds for quantum neural networks and quantum reservoirs | arXiv preprint arXiv:2307.12904 | Lukas Gonon Antoine Jacquier | 2023/7/24 |
Transportation-cost inequalities for non-linear Gaussian functionals | arXiv preprint arXiv:2310.05750 | Ioannis Gasteratos Antoine Jacquier | 2023/10/9 |
Rough volatility | Christian Bayer Peter K Friz Masaaki Fukasawa Jim Gatheral Antoine Jacquier | 2023 | |
Large and moderate deviations for importance sampling in the Heston model | Annals of Operations Research | Marc Geha Antoine Jacquier Žan Žurič | 2023/6/22 |
The log‐moment formula for implied volatility | Mathematical Finance | Vimal Raval Antoine Jacquier | 2023/10 |
Unsupervised Random Quantum Networks for PDEs | arXiv preprint arXiv:2312.14975 | Josh Dees Antoine Jacquier Sylvain Laizet | 2023/12/21 |
Random neural networks for rough volatility | arXiv preprint arXiv:2305.01035 | Antoine Jacquier Zan Zuric | 2023/5/1 |
PDE for : a rough volatility context | arXiv preprint arXiv:2309.11183 | Ofelia Bonesini Antoine Jacquier | 2023/9/20 |
Functional quantization of rough volatility and applications to volatility derivatives | Quantitative Finance | O Bonesini G Callegaro A Jacquier | 2023/12/3 |
Large and moderate deviations for stochastic Volterra systems | Stochastic Processes and their Applications | Antoine Jacquier Alexandre Pannier | 2022/7/1 |
On the large-time behaviour of affine Volterra processes | arXiv preprint arXiv:2204.05270 | Antoine Jacquier Alexandre Pannier Konstantinos Spiliopoulos | 2022/4/11 |
A quantum generative adversarial network for distributions | Quantum Machine Intelligence | Amine Assouel Antoine Jacquier Alexei Kondratyev | 2022/12 |
Co-Authors
