| A theoretical framework for the pricing of contingent claims in the presence of model uncertainty L Denis, C Martini | 390 | 2006 |
| On VIX futures in the rough Bergomi model A Jacquier, C Martini, A Muguruza Quantitative Finance 18 (1), 45-61, 2018 | 74 | 2018 |
| Change of numeraire in the two-marginals martingale transport problem L Campi, I Laachir, C Martini Finance and Stochastics 21 (2), 471-486, 2017 | 45 | 2017 |
| The α-hypergeometric stochastic volatility model J Da Fonseca, C Martini Stochastic Processes and their Applications 126 (5), 1472-1502, 2016 | 42 | 2016 |
| Generalized arbitrage-free SVI volatility surfaces G Guo, A Jacquier, C Martini, L Neufcourt SIAM Journal on Financial Mathematics 7 (1), 619-641, 2016 | 34 | 2016 |
| A stochastic conflict detection model revisited K Blin, M Akian, F Bonnans, E Hoffman, C Martini, K Zeghal 18th Applied Aerodynamics Conference, 4270, 2000 | 30 | 2000 |
| Propagation of convexity by Markovian and martingalian semigroups C Martini Potential Analysis 10, 133-175, 1999 | 29 | 1999 |
| The extended SSVI volatility surface S Hendriks, C Martini Available at SSRN 2971502, 2017 | 28 | 2017 |
| Variance optimal hedging in the Black-Scholes model for a given number of transactions C Martini, C Patry INRIA, 1999 | 28 | 1999 |
| No arbitrage SVI C Martini, A Mingone SIAM Journal on Financial Mathematics 13 (1), 227-261, 2022 | 24 | 2022 |
| Model validation: Theory, practice and perspectives P Hénaff, C Martini Practice and Perspectives (January 18, 2010), 2010 | 19 | 2010 |
| Quasi-explicit calibration of Gatheral’s SVI model’ S De Marco, C Martini Zeliade White Paper, 1-15, 2009 | 16 | 2009 |
| Approximation of American put prices by European prices via an embedding method B Jourdain, C Martini The Annals of Applied Probability 12 (1), 196-223, 2002 | 14 | 2002 |
| American prices embedded in European prices B Jourdain, C Martini Annales de l'IHP Analyse non linéaire 18 (1), 1-17, 2001 | 13 | 2001 |
| The term structure of implied volatility in symmetric models with applications to Heston S De Marco, C Martini International Journal of Theoretical and Applied Finance 15 (04), 1250026, 2012 | 12 | 2012 |
| Uncertain volatility model C Martini, A Jacquier Encyclopedia of Quantitative Finance, 2010 | 12 | 2010 |
| Superhedging strategies and balayage in discrete time S Deparis, C Martini Seminar on Stochastic Analysis, Random Fields and Applications IV: Centro …, 2004 | 12 | 2004 |
| Robust calibration and arbitrage-free interpolation of SSVI slices J Corbetta, P Cohort, I Laachir, C Martini Decisions in Economics and Finance 42 (2), 665-677, 2019 | 10 | 2019 |
| Moment generating functions and Normalized implied volatilities: unification and extension via Fukasawa’s pricing formula S De Marco, C Martini Quantitative Finance 18 (4), 609-622, 2018 | 10 | 2018 |
| On the marginal laws of one-dimensional stochastic integrals with uniformly elliptic integrand C Martini Annales de l'Institut Henri Poincare (B) Probability and Statistics 36 (1 …, 2000 | 9 | 2000 |
Antoine JacquierImperial College LondonAdresse e-mail validée de imperial.ac.uk
