Details about Antoine Jacquier

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Workplace:	Department of Economics, Birkbeck College, University of London, (more information at EDIRC)

Access statistics for papers by Antoine Jacquier.

Last updated 2007-12-26. Update your information in the RePEc Author Service.

Short-id: pja132

Working Papers

Asymptotic skew under stochastic volatility
Birkbeck Working Papers in Economics and Finance, Birkbeck, School of Economics, Mathematics & Statistics
Variance Dispersion and Correlation Swaps
Birkbeck Working Papers in Economics and Finance, Birkbeck, School of Economics, Mathematics & Statistics