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| Name: |
Dr A Jacquier |
| Organisation: |
Imperial College London |
| Department: |
Mathematics |
| Current EPSRC-Supported Research
Topics: |
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Mathematical Analysis
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Statistics & Appl. Probability
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| Current EPSRC Support |
| EP/T032146/1 | Rough Volatility: A Trojan horse into modern Financial computing | (P) |
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| Previous EPSRC Support |
| EP/M008436/1 | Asymptotics and dynamics of forward implied volatility | (P) |
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Key: (P)=Principal Investigator, (C)=Co-Investigator, (R)=Researcher Co-Investigator
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