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researcher

A. Jacquier

46 papers hereh-index 231.8k citations76 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author20
  • middle author17
  • last author9

Across the 46 of 46 papers where every author was matched, so the position is known.

fields
  • q-fin.PR24
  • math.PR9
  • q-fin.MF4
  • q-fin.CP3
  • q-fin.RM2
  • quant-ph2
same name
  • A. Jacquier — 1 paper, h 0

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20092023
most citedAsymptotic formulae for implied volatility in the Heston model

64 citations · 204 across the 26 of their papers we have counts for

collaborators
Showing 2021 · quant-phShow all

1 paper · 2 filters

quant-ph2021

A Quantum Generative Adversarial Network for distributions

Amine Assouel, Antoine Jacquier, Alexei Kondratyev

Generative Adversarial Networks are becoming a fundamental tool in Machine Learning, in particular in the context of improving the stability of deep neural networks. At the same ti…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.