A. Jacquier

Identifiers

• name variant A. Jacquier 0.60 · backfill

Papers (3)

1. Asymptotic behaviour of randomised fractional volatility models math.PR · 2017 · author #2
2. Marginal density expansions for diffusions and stochastic volatility, part II: Applications [to the Stein--Stein model] math.PR · 2013 · author #3
3. Marginal density expansions for diffusions and stochastic volatility, part I: Theoretical Foundations math.PR · 2011 · author #3

Mentions

• 1305.6765 #3 · backfill · confidence 0.70 A. Jacquier
• 1111.2462 #3 · backfill · confidence 0.70 A. Jacquier

Frequent Coauthors

• S. Violante 2 shared papers
• B. Horvath 1 shared papers
• C. Lacombe 1 shared papers
• J. D. Deuschel 1 shared papers
• J.D. Deuschel 1 shared papers
• P. K. Friz 1 shared papers
• P.K. Friz 1 shared papers