The three ladies are all taking part in the Longines Global Champions Tour, which arrived at the capital this week for three days of competition at Horse Guards Parade.
Jessica, 22, daughter of rocker Bruce Springsteen, was flying the flag for the US, riding her horse Lisona. She smiled broadly as she walked the course ahead of the event, before getting into the saddle to guide her bay over the jumps.
Heiress Athina, 29, is representing Greece in the LGC. An experienced rider, she is currently ranked 25th, one place ahead of Jessica.
She has taken part in the competition a number of times now, and looked understandably confident as she prepared to ride the circuit.
Sofia is the daughter of Russian billionaire Roman Abramovich, the owner of Chelsea football club. She put on a strong performance on Friday representing Russia on her 10-year-old bay, Zovidius R.
The Global Champions Tour is an annual show jumping series that takes place at venues and capital cities around the world. It brings together the top 30 ranked riders in the world to compete for prize money of around €9million.
Athina is patroness of the tour, while Charlotte Casiraghi – who welcomed son Raphael in December – is honorary president of the Jumping International de Monte-Carlo leg of the tour.