Antoine Jacquier
Ph.D. Imperial College London 2010
Dissertation:
Implied volatility asymptotics in affine stochastic volatility models with jumps
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Aleksandar Mijatovic
Students:
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| Name | School | Year | Descendants |
|---|---|---|---|
| Badikov, Sergey | Imperial College London | 2018 | |
| Herrera, Calypso | ETH Zürich | 2021 | |
| Lacombe, Chloe | Imperial College London | 2020 | |
| Liu, Hao | Imperial College London | 2018 | |
| Mihaylov, Ivo | Imperial College London | 2016 | |
| Muguruza, Aitor | Imperial College London | 2022 | |
| Pannier, Alexandre | Imperial College London | 2021 | |
| Roome, Patrick | Imperial College London | 2016 | |
| Shi, Fangwei | Imperial College London | 2018 | |
| Stone, Henry | Imperial College London | 2020 |
According to our current on-line database, Antoine Jacquier has 10 students and 10 descendants.
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