Multifactor Approximation of Rough Volatility Models. - Eduardo Abi Jaber; Omar El Euch (SIAM J. Financial Math., 2019)

Integral Operator Riccati Equations Arising in Stochastic Volterra Control Problems. - Eduardo Abi Jaber; Enzo Miller; Huyên Pham (SIAM J. Control. Optim., 2021)

Markowitz Portfolio Selection for Multivariate Affine and Quadratic Volterra Models. - Eduardo Abi Jaber; Enzo Miller; Huyên Pham (SIAM J. Financial Math., 2021)

Reconciling Rough Volatility with Jumps. - Eduardo Abi Jaber; Nathan De Carvalho (SIAM J. Financial Math., 2024)

Signature Volatility Models: Pricing and Hedging with Fourier. - Eduardo Abi Jaber; Louis-Amand Gérard (SIAM J. Financial Math., 2025)