Antoine Jacquier
Original record- Institution
- Imperial College London
- Year
- 2010
- Country
- United Kingdom
- MGP identifier
- 157241
Dissertation: Implied volatility asymptotics in affine stochastic volatility models with jumps
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1
- Aleksandar MijatovicUniversity of Cambridge · 2003
Students 10
| Name | Institution | Year | Students |
|---|---|---|---|
| Sergey Badikov | Imperial College London | 2018 | 0 |
| Calypso Herrera | ETH Zürich | 2021 | 0 |
| Chloe Lacombe | Imperial College London | 2020 | 0 |
| Hao Liu | Imperial College London | 2018 | 0 |
| Ivo Mihaylov | Imperial College London | 2016 | 0 |
| Aitor Muguruza | Imperial College London | 2022 | 0 |
| Alexandre Pannier | Imperial College London | 2021 | 0 |
| Patrick Francois Springfield Roome | Imperial College London | 2016 | 0 |
| Fangwei Shi | Imperial College London | 2018 | 0 |
| Henry Stone | Imperial College London | 2020 | 0 |