Antoine Jacquier

1.4k total citations
65 papers, 674 citations indexed

About

Antoine Jacquier is a scholar working on Finance, Economics and Econometrics and Demography. According to data from OpenAlex, Antoine Jacquier has authored 65 papers receiving a total of 674 indexed citations (citations by other indexed papers that have themselves been cited), including 58 papers in Finance, 26 papers in Economics and Econometrics and 12 papers in Demography. Recurrent topics in Antoine Jacquier's 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). Antoine Jacquier is often cited by papers focused on Stochastic processes and financial applications (54 papers), Financial Risk and Volatility Modeling (42 papers) and Complex Systems and Time Series Analysis (15 papers). Antoine Jacquier collaborates with scholars based in United Kingdom, United States and Ireland. Antoine Jacquier's co-authors include Martin Forde, Jim Gatheral, Peter K. Friz, Roger Lee, Aleksandar Mijatović, Archil Gulisashvili, Blanka Horvath, Jean-François Chassagneux, Jean‐Dominique Deuschel and Claude Martini and has published in prestigious journals such as IEEE Transactions on Neural Networks and Learning Systems, Communications on Pure and Applied Mathematics and Annals of Operations Research.

In The Last Decade

Antoine Jacquier

57 papers receiving 613 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Antoine Jacquier United Kingdom	15	615	185	112	95	39	65	674
Elisa Alòs Spain	14	951 1.5×	392 2.1×	103 0.9×	185 1.9×	43 1.1×	44	1.1k
Arturo Kohatsu‐Higa Japan	15	524 0.9×	116 0.6×	87 0.8×	124 1.3×	63 1.6×	76	610
Christian Bender Germany	13	528 0.9×	209 1.1×	81 0.7×	37 0.4×	95 2.4×	43	630
Giulia Di Nunno Norway	11	627 1.0×	206 1.1×	157 1.4×	136 1.4×	169 4.3×	54	783
Jorge A. Leòn Mexico	11	422 0.7×	153 0.8×	53 0.5×	76 0.8×	34 0.9×	57	515
Youssef Ouknine Morocco	15	756 1.2×	119 0.6×	156 1.4×	166 1.7×	87 2.2×	107	804
Carlo Sgarra Italy	12	296 0.5×	97 0.5×	66 0.6×	49 0.5×	47 1.2×	45	431
Lijun Bo China	15	506 0.8×	127 0.7×	80 0.7×	114 1.2×	157 4.0×	77	598
Beniamin Gołdys Australia	19	689 1.1×	113 0.6×	62 0.6×	314 3.3×	54 1.4×	58	980
Aleksandar Mijatović United Kingdom	11	352 0.6×	116 0.6×	60 0.5×	107 1.1×	83 2.1×	65	453

Countries citing papers authored by Antoine Jacquier

Since Specialization

Citations

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

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

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20 of 20 papers shown

Jacquier, Antoine, et al.. (2024). Rough multi-factor volatility for SPX and VIX options. Advances in Applied Probability. 57(2). 524–565.

Jacquier, Antoine, et al.. (2024). Unsupervised random quantum networks for PDEs. Quantum Information Processing. 23(10). 1 indexed citations

Achitouv, Ixandra, et al.. (2024). Natural Language Processing for Financial Regulation. 1(1). 13–31. 2 indexed citations

Jacquier, Antoine, et al.. (2023). Large and moderate deviations for importance sampling in the Heston model. Annals of Operations Research. 336(1-2). 47–92.

Jacquier, Antoine, et al.. (2023). Random Neural Networks for Rough Volatility. SSRN Electronic Journal. 4 indexed citations

Chassagneux, Jean-François, et al.. (2023). Propagation of Carbon Taxes in Credit Portfolio Through Macroeconomic Factors. SSRN Electronic Journal. 1 indexed citations

Jacquier, Antoine, et al.. (2022). Large and moderate deviations for stochastic Volterra systems. Stochastic Processes and their Applications. 149. 142–187. 13 indexed citations

Jacquier, Antoine, et al.. (2016). An explicit Euler scheme with strong rate of convergence for non-Lipschitz SDEs. Spiral (Imperial College London). 1 indexed citations

Jacquier, Antoine, et al.. (2016). No-Arbitrage Bounds for the Forward Smile Given Marginals. SSRN Electronic Journal. 1 indexed citations

10.

Gulisashvili, Archil, Blanka Horvath, & Antoine Jacquier. (2015). Mass at zero in the uncorrelated SABR model and implied volatility\n asymptotics. arXiv (Cornell University). 7 indexed citations

11.

Jacquier, Antoine, et al.. (2015). Large-maturity regimes of the Heston forward smile. Stochastic Processes and their Applications. 126(4). 1087–1123. 3 indexed citations

12.

Marco, Stefano De, Caroline Hillairet, & Antoine Jacquier. (2013). Shapes of Implied Volatility with Positive Mass at Zero. SSRN Electronic Journal. 5 indexed citations

13.

Deuschel, Jean-Dominique, et al.. (2012). Marginal density expansions for diffusions and stochastic volatility. arXiv (Cornell University). 13 indexed citations

14.

Jacquier, Antoine, et al.. (2012). Asymptotics of Forward Implied Volatility. SSRN Electronic Journal. 5 indexed citations

15.

Jacquier, Antoine, Aleksandar Mijatović, & Martin Forde. (2011). A Note on Essential Smoothness in the Heston Model. SSRN Electronic Journal.

16.

Forde, Martin & Antoine Jacquier. (2011). Robust Approximations for Pricing Asian Options and Volatility Swaps Under Stochastic Volatility. Research Portal (King's College London). 2 indexed citations

17.

Forde, Martin, Antoine Jacquier, & Aleksandar Mijatović. (2010). Asymptotic formulae for implied volatility in the Heston model. Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences. 466(2124). 3593–3620. 37 indexed citations

18.

Forde, Martin & Antoine Jacquier. (2009). Small-Time Asymptotics for Implied Volatility under the Heston Model. Research Portal (King's College London). 11 indexed citations

19.

Forde, Martin & Antoine Jacquier. (2009). Small-Time Asymptotics for Implied Volatility Under a General Local-Stochastic Volatility Model. SSRN Electronic Journal. 8 indexed citations

20.

Forde, Martin & Antoine Jacquier. (2009). The Large Maturity Smile for the Heston Model. SSRN Electronic Journal. 7 indexed citations

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.

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