The following pages link to Eduardo Abi Jaber (Q1999920):
Displaying 19 items.
- Stochastic invariance of closed sets with non-Lipschitz coefficients (Q1999922) (← links)
- Weak existence and uniqueness for affine stochastic Volterra equations with \(L^1\)-kernels (Q2040079) (← links)
- A weak solution theory for stochastic Volterra equations of convolution type (Q2075334) (← links)
- Linear-quadratic control for a class of stochastic Volterra equations: solvability and approximation (Q2240882) (← links)
- Affine Volterra processes (Q2286463) (← links)
- Markovian structure of the Volterra Heston model (Q2322574) (← links)
- Stochastic invariance of closed sets for jump-diffusions with non-Lipschitz coefficients (Q2411775) (← links)
- The characteristic function of Gaussian stochastic volatility models: an analytic expression (Q2675814) (← links)
- Markowitz Portfolio Selection for Multivariate Affine and Quadratic Volterra Models (Q4987721) (← links)
- Integral Operator Riccati Equations Arising in Stochastic Volterra Control Problems (Q4990315) (← links)
- Lifting the Heston model (Q5120731) (← links)
- Multifactor Approximation of Rough Volatility Models (Q5227408) (← links)
- The Laplace transform of the integrated Volterra Wishart process (Q6054411) (← links)
- Polynomial Volterra processes (Q6527020) (← links)
- Reconciling rough volatility with jumps (Q6623042) (← links)
- Gaussian agency problems with memory and linear contracts (Q6659480) (← links)
- Path-dependent processes from signatures (Q6735434) (← links)
- Trading with propagators and constraints: applications to optimal execution and battery storage (Q6745055) (← links)
- State spaces of multifactor approximations of nonnegative Volterra processes (Q6759528) (← links)
