Eduardo Abi Jaber

According to our database, Eduardo Abi Jaber authored at least 5 papers between 2019 and 2025.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2025

Signature Volatility Models: Pricing and Hedging with Fourier.

Eduardo Abi Jaber, Louis-Amand Gérard

SIAM J. Financial Math., 2025

2024

Reconciling Rough Volatility with Jumps.

Eduardo Abi Jaber, Nathan De Carvalho

SIAM J. Financial Math., 2024

2021

Markowitz Portfolio Selection for Multivariate Affine and Quadratic Volterra Models.

Eduardo Abi Jaber, Enzo Miller, Huyên Pham

SIAM J. Financial Math., 2021

Integral Operator Riccati Equations Arising in Stochastic Volterra Control Problems.

Eduardo Abi Jaber, Enzo Miller, Huyên Pham

SIAM J. Control. Optim., 2021

2019

Multifactor Approximation of Rough Volatility Models.

Eduardo Abi Jaber, Omar El Euch

SIAM J. Financial Math., 2019