Antoine Jacquier
- Finance top 1%
- Economics and Econometrics top 5%
- Demography top 5%
- Mathematical Physics top 10%
- Management Science and Operations Research top 10%
- Co-authors
- Martin FordeJim GatheralPeter K. FrizRoger LeeAleksandar MijatovićArchil GulisashviliJean-François ChassagneuxBlanka Horvath
- Topics
- Stochastic processes and financial applications (54 papers)Financial Risk and Volatility Modeling (42 papers)Complex Systems and Time Series Analysis (15 papers)
- Journals
- IEEE Transactions on Neural Networks and Learning SystemsCommunications on Pure and Applied MathematicsAnnals of Operations Research
- Partner nations
- United KingdomUnited StatesIreland
In The Last Decade
Antoine Jacquier
57 papers receiving 613 citations
Peers
Comparison fields: 5 of 37
- Finance 615
- Economics and Econometrics 185
- Demography 112
- Mathematical Physics 95
- Management Science and Operations Research 39
Countries citing papers authored by Antoine Jacquier
This map shows the geographic impact of Antoine Jacquier's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Antoine Jacquier with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Antoine Jacquier more than expected).
Fields of papers citing papers by Antoine Jacquier
This network shows the impact of papers produced by Antoine Jacquier. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Antoine Jacquier. The network helps show where Antoine Jacquier may publish in the future.
Co-authorship network of co-authors of Antoine Jacquier
This figure shows the co-authorship network connecting the top 25 collaborators of Antoine Jacquier. A scholar is included among the top collaborators of Antoine Jacquier based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Antoine Jacquier. Antoine Jacquier is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 0 | |
| 2 | 1 | |
| 3 | 2 | |
| 4 | 0 | |
| 5 | 4 | |
| 6 | 1 | |
| 7 | 0 | |
| 8 | 13 | |
| 9 | 16 | |
| 10 | An explicit Euler scheme with strong rate of convergence for non-Lipschitz SDEs | 1 |
| 11 | 7 | |
| 12 | 3 | |
| 13 | 42 | |
| 14 | Marginal density expansions for diffusions and stochastic volatility | 13 |
| 15 | 25 | |
| 16 | Robust Approximations for Pricing Asian Options and Volatility Swaps Under Stochastic Volatility | 2 |
| 17 | A Note on Essential Smoothness in the Heston Model | 0 |
| 18 | Small-Time Asymptotics for Implied Volatility Under a General Local-Stochastic Volatility Model | 8 |
| 19 | Small-Time Asymptotics for Implied Volatility under the Heston Model | 11 |
| 20 | 7 |
About Antoine Jacquier
Antoine Jacquier is a scholar working on Finance, Demography and Mathematical Physics, having authored 65 papers that have together received 674 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (54 papers), Financial Risk and Volatility Modeling (42 papers) and Complex Systems and Time Series Analysis (15 papers). The work is most often cited by research in Finance (615 citations), Mathematical Physics (95 citations) and Demography (112 citations). Antoine Jacquier has collaborated with scholars based in United Kingdom, United States and Ireland. Frequent co-authors include Martin Forde, Jim Gatheral, Peter K. Friz, Roger Lee, Aleksandar Mijatović, Archil Gulisashvili, Jean-François Chassagneux, Blanka Horvath, Jean‐Dominique Deuschel and Claude Martini. Their work appears in journals such as IEEE Transactions on Neural Networks and Learning Systems, Communications on Pure and Applied Mathematics and Annals of Operations Research.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.