Unsupervised random quantum networks for PDEs von Dees, Josh, Jacquier, Antoine, Laizet, Sylvain

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Short Communication: A Quantum Algorithm for Linear PDEs Arising in Finance von Fontanela, Filipe, Jacquier, Antoine, Oumgari, Mugad

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Quantum Machine Learning and Optimisation in Finance: On the Road to Quantum Advantage von Jacquier, Antoine, Kondratyev, Oleksiy, Lipton, Alexander, Prado, Marcos López de

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Arbitrage-free SVI volatility surfaces von Gatheral, Jim, Jacquier, Antoine

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The Small-Time Smile and Term Structure of Implied Volatility under the Heston Model von Forde, Martin, Jacquier, Antoine, Lee, Roger

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Large and moderate deviations for stochastic Volterra systems von Jacquier, Antoine, Pannier, Alexandre

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The log‐moment formula for implied volatility von Raval, Vimal, Jacquier, Antoine

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Interest rate convexity in a Gaussian framework von Jacquier, Antoine, Oumgari, Mugad

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Pathwise moderate deviations for option pricing von Jacquier, Antoine, Spiliopoulos, Konstantinos

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Small-Time Asymptotics for an Uncorrelated Local-Stochastic Volatility Model von Forde, Martin, Jacquier, Antoine

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Deep Curve-Dependent PDEs for Affine Rough Volatility von Jacquier, Antoine, Oumgari, Mugad

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On VIX futures in the rough Bergomi model von Jacquier, Antoine, Martini, Claude, Muguruza, Aitor

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Robust Approximations for Pricing Asian Options and Volatility Swaps Under Stochastic Volatility von Forde, Martin, Jacquier, Antoine

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Anomalous Diffusions in Option Prices: Connecting Trade Duration and the Volatility Term Structure von Jacquier, Antoine, Torricelli, Lorenzo

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SMALL-TIME MODERATE DEVIATIONS FOR THE RANDOMISED HESTON MODEL von JACQUIER, ANTOINE, SHI, FANGWEI

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The Randomized Heston Model von Jacquier, Antoine, Shi, Fangwei

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Large and moderate deviations for importance sampling in the Heston model von Geha, Marc, Jacquier, Antoine, Žurič, Žan

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Large Deviations and Asymptotic Methods in Finance von Friz, Peter K, Gatheral, Jim, Gulisashvili, Archil, Jacquier, Antoine, Teichmann, Josef

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A quantum generative adversarial network for distributions von Assouel, Amine, Jacquier, Antoine, Kondratyev, Alexei

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Volatility Options in Rough Volatility Models von Horvath, Blanka, Jacquier, Antoine, Tankov, Peter

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