Browsing CEREMADE : Publications by Author "El Euch, Omar"

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Markovian structure of the Volterra Heston model

Abi Jaber, Eduardo; El Euch, Omar (2019) Article accepté pour publication ou publié
Multi-factor approximation of rough volatility models

Abi jaber, Eduardo; El Euch, Omar (2019) Article accepté pour publication ou publié