Items where Author is "Jacquier, Antoine"

Number of items: 2.
Article
  • A theoretical analysis of Guyon's toy volatility model. (2025) Bonesini, Ofelia; Jacquier, Antoine; Lacombe, Chloé picture_as_pdf
  • Functional central limit theorems for rough volatility. (2024) Horvath, Blanka; Jacquier, Antoine; Muguruza, Aitor; Søjmark, Andreas picture_as_pdf