Concepedia

Eduardo Abi Jaber

EA

12

Publications

407

Citations

12

H-Index

2017

Active since

Affiliations

Centre d'Économie de la Sorbonne(Current)

Université Paris 1 Panthéon-Sorbonne

Centre National de la Recherche Scientifique

Laboratoire de Probabilités et Modèles Aléatoires

Laboratoire de Probabilités, Statistique et Modélisation

Eduardo Abi Jaber is an author at Centre d'Économie de la Sorbonne specializing in stochastic calculus, engineering, and functional analysis.

Top concepts

Stochastic CalculusEngineeringBusinessFunctional AnalysisMultivariate Stochastic VolatilityFinanceProbabilityAsset PricingStochastic AnalysisNumerical Simulation

Publications per year

2017–2022

12

Publications

12

Affine Volterra processes

Eduardo Abi Jaber, Martin Larsson, Sergio Pulido · Project Euclid (Cornell University) · 2017 · 148 citations · Full text

Markovian structure of the Volterra Heston model

Eduardo Abi Jaber, Omar El Euch · HAL (Le Centre pour la Communication Scientifique Directe) · 2018 · 60 citations · Full text

A weak solution theory for stochastic Volterra equations of convolution type

Eduardo Abi Jaber, Christa Cuchiero, Martin Larsson et al. · The Annals of Applied Probability · 2021 · 39 citations · Full text

Weak Solution Theory, Stochastic Volterra Equations, Engineering +14

Linear-quadratic control for a class of stochastic Volterra equations: Solvability and approximation

Eduardo Abi Jaber, Enzo Miller, Huyên Pham · The Annals of Applied Probability · 2021 · 26 citations

Stochastic Volterra Equations, Fractional Brownian Motion, Linear-quadratic Control +9

Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels

Eduardo Abi Jaber · arXiv (Cornell University) · 2019 · 23 citations · Full text

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