Omar El Euch
Finance · 2016–2018
A researcher in the Science corpus: 3 papers; trusts 19 researchers and is trusted by 14 researchers here, as inferred from the citation graph.
Subfields
- Finance — 18 citations into it; #2,039 of 10,518 by trust here, #4,039 by citations
- Economics and Econometrics — 9 citations into it; #10,495 of 23,481 by trust here, #17,346 by citations
- Applied Mathematics — 7 citations into it
- Modeling and Simulation — 5 citations into it
- Molecular Biology — 5 citations into it
Whom Omar El Euch trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jim Gatheral
- Mathieu Rosenbaum
- Thibault Jaisson
- Kai Diethelm
- Emmanuel Bacry
- Alan L. Lewis
- Christian Bayer
- Hans J. Haubold
- Christian Kahl
- Neville J. Ford
Who trusts Omar El Euch overall
- Eduardo Abi Jaber
- Mathieu Rosenbaum
- Paul Jusselin
- Christian Bayer
- Jim Gatheral
- Christa Cuchiero
- Peter K. Friz
- Josef Teichmann
- Frederi G. Viens
- Benjamin Stemper
Papers from Omar El Euch's perspective
Ordered by how strongly the researchers Omar El Euch trusts endorse each paper. Same corpus, a different order for every researcher.
- Theory Of Financial Risk And Derivative Pricing
- Volatility is rough
- Pricing under rough volatility
- Limit theorems for nearly unstable Hawkes processes
- Critical reflexivity in financial markets: a Hawkes process analysis (European Physical Journal B : Condensed Matter Physics)
- A Theory for the Term Structure of Interest Rates
- The characteristic function of rough Heston models
- Detailed Error Analysis for a Fractional Adams Method (Numerical Algorithms)
- The Long Memory of the Efficient Market
- Some limit theorems for Hawkes processes and application to financial statistics
Their papers
- Perfect hedging in rough Heston models (2017) — 156 citations
- Markovian structure of the Volterra Heston model (2018) — 67 citations
- The characteristic function of rough Heston models (2016) — 341 citations