Eduardo Abi Jaber (CEREMADE)

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Papers (4)

1. Markovian structure of the Volterra Heston model math.PR · 2018 · author #1
2. Multi-factor approximation of rough volatility models math.PR · 2018 · author #1
3. Stochastic invariance of closed sets for jump-diffusions with non-Lipschitz coefficients math.PR · 2016 · author #1
4. Stochastic invariance of closed sets with non-Lipschitz coefficients math.PR · 2016 · author #1

Mentions

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Frequent Coauthors

• Bruno Bouchard (CEREMADE) 1 shared papers
• Camille Illand 1 shared papers
• Eduardo Jaber 1 shared papers
• Omar El Euch 1 shared papers
• Omar El Euch (X) 1 shared papers