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Issue DateTitleAuthor(s)
15-Sep-2016Generalized Arbitrage-Free SVI Volatility SurfacesGuo, GG; Jacquier, A; Martini, CM; Neufcourt, LN; Engineering & Physical Science Research Council (EPSRC)
27-Oct-2016On the probability of hitting the boundary for Brownian motions on the SABR planeGulisashvili, AG; Horvath, BH; Jacquier, A; Engineering & Physical Science Research Council (EPSRC); Swiss National Science Foundation
4-May-2016Two examples of non strictly convex large deviationsDe Marco, S; Jacquier, A; Roome, P; Engineering & Physical Science Research Council (EPSRC)