Omar El Euch

Identifiers

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Papers (5)

1. The Zumbach effect under rough Heston q-fin.ST · 2018 · author #1
2. Markovian structure of the Volterra Heston model math.PR · 2018 · author #2
3. Short-term at-the-money asymptotics under stochastic volatility models q-fin.CP · 2018 · author #1
4. Perfect hedging in rough Heston models q-fin.MF · 2017 · author #1
5. The characteristic function of rough Heston models q-fin.MF · 2016 · author #1

Mentions

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Frequent Coauthors

• Mathieu Rosenbaum 4 shared papers
• Jim Gatheral 2 shared papers
• Eduardo Abi Jaber (CEREMADE) 1 shared papers
• Masaaki Fukasawa 1 shared papers
• Rado\v{s} Radoi\v{c}i\'c 1 shared papers