Omar El Euch

Available identifiers

zbMath Open el-euch.omarMaRDI QIDQ1634188

List of research outcomes

Publication	Date of Publication	Type
Optimal make–take fees for market making regulation	2023-09-27	Paper
The Zumbach effect under rough Heston	2020-09-14	Paper
Markovian structure of the Volterra Heston model	2019-09-05	Paper
Multifactor approximation of rough volatility models	2019-07-26	Paper
Short-term at-the-money asymptotics under stochastic volatility models	2019-07-10	Paper
The characteristic function of rough Heston models	2019-05-08	Paper
Perfect hedging in rough Heston models	2018-12-17	Paper
The microstructural foundations of leverage effect and rough volatility	2018-04-06	Paper

Research outcomes over time

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