EPSRC logo
Researcher Details
 
Name: Dr A Jacquier
Organisation: Imperial College London
Department: Mathematics
Current EPSRC-Supported Research Topics:
Mathematical Analysis Statistics & Appl. Probability

Current EPSRC Support
EP/W032643/1 Distributed Quantum Computing and Applications(C)
EP/T032146/1 Rough Volatility: A Trojan horse into modern Financial computing(P)
Previous EPSRC Support
EP/M008436/1 Asymptotics and dynamics of forward implied volatility(P)
Key: (P)=Principal Investigator, (C)=Co-Investigator, (R)=Researcher Co-Investigator