Name Card

Full name Familienname, Vorname
Jacquier, Antoine
 

Own Publications Eigene Publikationen

Results 1-1 of 1 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Gerhold, Stefan ; Jacquier, Antoine ; Pakkanen, Mikko ; Stone, Henry ; Wagenhofer, Thomas Pathwise large deviations for the rough Bergomi model: CorrigendumArtikel Article2021

Contributing Publications Mitbeteiligte Publikationen

Results 1-2 of 2 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Beiglböck, Mathias ; Backhoff, Julio ; Huesmann, Martin ; Källblad, Sigrid ; Trevisan, Dario Continuous time martingale optimal transport and the local vol modelKonferenzbeitrag Inproceedings2017
2Friz, Peter ; Gerhold, Stefan Extrapolation Analytics for Dupire’s Local VolatilityBuchbeitrag Book Contribution2015