6 citations · 6 across the 3 of their papers we have counts for
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q-fin.MF2023
Quantum Computing for Financial Mathematics
Antoine Jacquier, Oleksiy Kondratyev, Gordon Lee +1
Quantum computing has recently appeared in the headlines of many scientific and popular publications. In the context of quantitative finance, we provide here an overview of its pot…
q-fin.PR2023
Interest rate convexity in a Gaussian framework
Antoine Jacquier, Mugad Oumgari
The contributions of this paper are twofold: we define and investigate the properties of a short rate model driven by a general Gaussian Volterra process and, after defining precis…