The large-maturity smile for the Heston model. - Martin Forde; Antoine Jacquier (Finance Stochastics, 2011)

A note on essential smoothness in the Heston model. - Martin Forde; Antoine Jacquier; Aleksandar Mijatovic (Finance Stochastics, 2011)

The Small-Time Smile and Term Structure of Implied Volatility under the Heston Model. - Martin Forde; Antoine Jacquier; Roger Lee (SIAM J. Financial Math., 2012)

Correction note for 'The large-maturity smile for the Heston model'. - Carole Bernard; Zhenyu Cui; Martin Forde; Antoine Jacquier; Don McLeish; Aleksandar Mijatovic (Finance Stochastics, 2013)

The Smile of Certain Lévy-Type Models. - Antoine Jacquier; Matthew J. Lorig (SIAM J. Financial Math., 2013)

The Small-Maturity Heston Forward Smile. - Antoine Jacquier; Patrick Roome (SIAM J. Financial Math., 2013)

Asymptotics of Forward Implied Volatility. - Antoine Jacquier; Patrick Roome (SIAM J. Financial Math., 2015)

An Explicit Euler Scheme with Strong Rate of Convergence for Financial SDEs with Non-Lipschitz Coefficients. - Jean-François Chassagneux; Antoine Jacquier; Ivo Mihaylov (SIAM J. Financial Math., 2016)

Generalized Arbitrage-Free SVI Volatility Surfaces. - Gaoyue Guo; Antoine Jacquier; Claude Martini; Leo Neufcourt (SIAM J. Financial Math., 2016)

Shapes of Implied Volatility with Positive Mass at Zero. - Stefano De Marco; Caroline Hillairet; Antoine Jacquier (SIAM J. Financial Math., 2017)

Pathwise large deviations for the rough Bergomi model. - Antoine Jacquier; Mikko S. Pakkanen; Henry Stone (J. Appl. Probab., 2018)

Asymptotic Behavior of the Fractional Heston Model. - Hamza Guennoun; Antoine Jacquier; Patrick Roome; Fangwei Shi (SIAM J. Financial Math., 2018)

Implied Volatility in Strict Local Martingale Models. - Antoine Jacquier; Martin Keller-Ressel (SIAM J. Financial Math., 2018)

Optimal Liquidation in a Level-I Limit Order Book for Large-Tick Stocks. - Antoine Jacquier; Hao Liu (SIAM J. Financial Math., 2018)

Asymptotic behaviour of randomised fractional volatility models. - Blanka Horvath; Antoine Jacquier; Chloé Lacombe (J. Appl. Probab., 2019)

The Randomized Heston Model. - Antoine Jacquier; Fangwei Shi (SIAM J. Financial Math., 2019)

Small-time moderate deviations for the randomised Heston model. - Antoine Jacquier; Fangwei Shi (J. Appl. Probab., 2020)

Volatility Options in Rough Volatility Models. - Blanka Horvath; Antoine Jacquier; Peter Tankov (SIAM J. Financial Math., 2020)

Anomalous Diffusions in Option Prices: Connecting Trade Duration and the Volatility Term Structure. - Antoine Jacquier; Lorenzo Torricelli (SIAM J. Financial Math., 2020)

Pathwise large deviations for the rough Bergomi model: Corrigendum. - Stefan Gerhold; Antoine Jacquier; Mikko S. Pakkanen; Henry Stone; Thomas Wagenhofer (J. Appl. Probab., 2021)

Short Communication: Dynamics of Symmetric SSVI Smiles and Implied Volatility Bubbles. - Mehdi El Amrani; Antoine Jacquier; Claude Martini (SIAM J. Financial Math., 2021)

Short Communication: A Quantum Algorithm for Linear PDEs Arising in Finance. - Filipe Fontanela; Antoine Jacquier; Mugad Oumgari (SIAM J. Financial Math., 2021)

A quantum generative adversarial network for distributions. - Amine Assouel; Antoine Jacquier; Alexei Kondratyev (Quantum Mach. Intell., 2022)

Natural Language Processing for Financial Regulation. - Ixandra Achitouv; Dragos Gorduza; Antoine Jacquier (CoRR, 2023)

Deep Curve-Dependent PDEs for Affine Rough Volatility. - Antoine Jacquier; Mugad Oumgari (SIAM J. Financial Math., 2023)

Large and moderate deviations for importance sampling in the Heston model. - Marc Geha; Antoine Jacquier; Zan Zuric (Ann. Oper. Res., 2024)

Unsupervised random quantum networks for PDEs. - Josh Dees; Antoine Jacquier; Sylvain Laizet (Quantum Inf. Process., 2024)

Operator Deep Smoothing for Implied Volatility. - Ruben Wiedemann; Antoine Jacquier; Lukas Gonon (ICLR, 2025)

A Theoretical Analysis of Guyon's Toy Volatility Model. - Ofelia Bonesini; Antoine Jacquier; Chloé Lacombe (SIAM J. Financial Math., 2025)

Propagation of a Carbon Price in a Credit Portfolio through Macroeconomic Factors. - Géraldine Bouveret; Jean-François Chassagneux; Smail Ibbou; Antoine Jacquier; Lionel Sopgoui (SIAM J. Financial Math., 2025)

Universal Approximation Theorem and Error Bounds for Quantum Neural Networks and Quantum Reservoirs. - Lukas Gonon; Antoine Jacquier (IEEE Trans. Neural Networks Learn. Syst., 2025)