Eduardo Abi Jaber

Available identifiers

zbMath Open jaber.eduardo-abiMaRDI QIDQ1999920

List of research outcomes

Publication	Date of Publication	Type
The Laplace transform of the integrated Volterra Wishart process	2023-09-28	Paper
Optimal Liquidation with Signals: the General Propagator Case	2022-11-01	Paper
The characteristic function of Gaussian stochastic volatility models: an analytic expression	2022-09-26	Paper
A weak solution theory for stochastic Volterra equations of convolution type	2022-02-14	Paper
Linear-quadratic control for a class of stochastic Volterra equations: solvability and approximation	2021-11-04	Paper
Weak existence and uniqueness for affine stochastic Volterra equations with \(L^1\)-kernels	2021-07-09	Paper
Integral Operator Riccati Equations Arising in Stochastic Volterra Control Problems	2021-05-28	Paper
Markowitz Portfolio Selection for Multivariate Affine and Quadratic Volterra Models	2021-05-04	Paper
Lifting the Heston model	2020-09-16	Paper
Affine Volterra processes	2020-01-22	Paper
Markovian structure of the Volterra Heston model	2019-09-05	Paper
Multifactor Approximation of Rough Volatility Models	2019-07-26	Paper
Stochastic invariance of closed sets with non-Lipschitz coefficients	2019-06-27	Paper
Stochastic invariance of closed sets for jump-diffusions with non-Lipschitz coefficients	2017-10-25	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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