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Othmane Zarhali

Identifiers

  • name variant Othmane Zarhali 0.60 · backfill

Papers (2)

  1. Fast simulation of Volterra processes using random Fourier features with application to the log-stationary fractional Brownian motion q-fin.MF · 2026 · author #1
  2. A Nested Factor Model for Equity Markets: Reconciling Multifractal Stock Returns and Rough Index Volatilities q-fin.ST · 2025 · author #1

Mentions

  • 2505.02678 #1 · arxiv_oai · confidence 0.70 Othmane Zarhali
  • 2603.02946 #1 · arxiv_oai · confidence 0.70 Othmane Zarhali

Frequent Coauthors