Eduardo Abi Jaber

Finance · 2017–2019

A researcher in the Science corpus: 4 papers; trusts 30 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Finance — 43 citations into it; #4,974 of 10,518 by trust here, #6,162 by citations
• Applied Mathematics — 14 citations into it
• Mathematical Physics — 11 citations into it
• Economics and Econometrics — 10 citations into it
• Modeling and Simulation — 9 citations into it
• Control and Systems Engineering — 6 citations into it
• Molecular Biology — 6 citations into it
• Management Science and Operations Research — 5 citations into it

Whom Eduardo Abi Jaber trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jim Gatheral
2. Mathieu Rosenbaum
3. Thibault Jaisson
4. Omar El Euch
5. Masaaki Fukasawa
6. Christian Bayer
7. M. Abend
8. Fang Fang
9. Mikkel Bennedsen
10. Kai Diethelm

Who trusts Eduardo Abi Jaber overall

1. Christa Cuchiero
2. Omar El Euch
3. Jim Gatheral
4. Josef Teichmann
5. Guido Gazzani
6. Martin Larsson
7. Mathieu Rosenbaum

Papers from Eduardo Abi Jaber's perspective

Ordered by how strongly the researchers Eduardo Abi Jaber trusts endorse each paper. Same corpus, a different order for every researcher.

1. Volatility is rough
2. Pricing under rough volatility
3. The characteristic function of rough Heston models
4. Limit theorems for nearly unstable Hawkes processes
5. Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes
6. An Introduction To The Theory Of Point Processes
7. Affine Volterra processes (The Annals of Applied Probability)
8. Modelling energy spot prices by volatility modulated Levy-driven Volterra processes
9. Review: P. Billingsley, Convergence of probability measures
10. A Predictor-Corrector Approach for the Numerical Solution of Fractional Differential Equations

Their papers

• A weak solution theory for stochastic Volterra equations of convolution type (2019) — 54 citations
• Lifting the Heston model (2018) — 63 citations
• Markovian structure of the Volterra Heston model (2018) — 67 citations
• Affine Volterra processes (2017) — 184 citations