The following pages link to Omar El Euch (Q1634188):
Displaying 8 items.
- Perfect hedging in rough Heston models (Q1634189) (← links)
- The microstructural foundations of leverage effect and rough volatility (Q1709601) (← links)
- Markovian structure of the Volterra Heston model (Q2322574) (← links)
- Short-Term At-the-Money Asymptotics under Stochastic Volatility Models (Q4968922) (← links)
- The Zumbach effect under rough Heston (Q5121491) (← links)
- Multifactor Approximation of Rough Volatility Models (Q5227408) (← links)
- The characteristic function of rough Heston models (Q5743116) (← links)
- Optimal make–take fees for market making regulation (Q6078433) (← links)
