Eduardo Abi Jaber

According to our database¹, Eduardo Abi Jaber authored at least 4 papers between 2019 and 2024.

Collaborative distances:

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2024

Reconciling Rough Volatility with Jumps.

[BibT_eX]

[DOI]

SIAM J. Financial Math., 2024

2021

Markowitz Portfolio Selection for Multivariate Affine and Quadratic Volterra Models.

[BibT_eX]

[DOI]

SIAM J. Financial Math., 2021

Integral Operator Riccati Equations Arising in Stochastic Volterra Control Problems.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2021

2019

Multifactor Approximation of Rough Volatility Models.

[BibT_eX]

[DOI]

SIAM J. Financial Math., 2019