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Eduardo Abi Jaber

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2024
[j4]
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Eduardo Abi Jaber, Nathan De Carvalho:
Reconciling Rough Volatility with Jumps. SIAM J. Financial Math. 15(3): 785-823 (2024)
2021
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Eduardo Abi Jaber, Enzo Miller, Huyên Pham:
Integral Operator Riccati Equations Arising in Stochastic Volterra Control Problems. SIAM J. Control. Optim. 59(2): 1581-1603 (2021)
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Eduardo Abi Jaber, Enzo Miller, Huyên Pham:
Markowitz Portfolio Selection for Multivariate Affine and Quadratic Volterra Models. SIAM J. Financial Math. 12(1): 369-409 (2021)
2019
[j1]
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Eduardo Abi Jaber, Omar El Euch:
Multifactor Approximation of Rough Volatility Models. SIAM J. Financial Math. 10(2): 309-349 (2019)

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