Antoine Jacquier


Ph.D. Imperial College London 2010 UnitedKingdom
Dissertation: Implied volatility asymptotics in affine stochastic volatility models with jumps
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Aleksandar Mijatovic

Click here to see the students listed in chronological order.

Badikov, SergeyImperial College London2018
Herrera, CalypsoETH Zürich2021
Lacombe, ChloeImperial College London2020
Liu, HaoImperial College London2018
Mihaylov, IvoImperial College London2016
Muguruza, AitorImperial College London2022
Pannier, AlexandreImperial College London2021
Roome, PatrickImperial College London2016
Shi, FangweiImperial College London2018
Stone, HenryImperial College London2020

According to our current on-line database, Antoine Jacquier has 10 students and 10 descendants.
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