Showing 1 - 6 results of 6 for search 'Jacquier, Antoine', query time: 0.07s Refine Results
  1. 1
    Implied volatility asymptotics under affine stochastic volatility models
    by Jacquier, Antoine
    Published 2010
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  2. 2
    Asymptotics of forward implied volatility
    by Roome, Patrick
    Published 2016
    Other Authors: “...Jacquier, Antoine...”
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  3. 3
    Optimal liquidation strategies for large-tick stocks
    by Liu, Hao
    Published 2018
    Other Authors: “...Jacquier, Antoine...”
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  4. 4
    Asymptotic analysis of new stochastic volatility models
    by Shi, Fangwei
    Published 2017
    Other Authors: “...Jacquier, Antoine...”
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  5. 5
    Numerical schemes and Monte Carlo techniques for Greeks in stochastic volatility models
    by Mihaylov, Ivo
    Published 2015
    Other Authors: “...Chassagneux, Jean-Francois ; Jacquier, Antoine...”
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  6. 6
    Infinite-dimensional linear programming and model-independent hedging of contingent claims
    by Badikov, Sergey
    Published 2017
    Other Authors: “...Davis, Mark H. A. ; Jacquier, Antoine...”
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