Eduardo Abi Jaber

Publication Activity (10 Years)

Years Active: 2019-2021
Publications (10 Years): 3

Top Topics

Portfolio Selection

Hamilton Jacobi Bellman

Stochastic Processes

Control Problems

Top Venues

SIAM J. Financial Math.

SIAM J. Control. Optim.

Publications

Eduardo Abi Jaber, Enzo Miller, Huyên Pham
Integral Operator Riccati Equations Arising in Stochastic Volterra Control Problems. SIAM J. Control. Optim. 59 (2) (2021)
Eduardo Abi Jaber, Enzo Miller, Huyên Pham
Markowitz Portfolio Selection for Multivariate Affine and Quadratic Volterra Models. SIAM J. Financial Math. 12 (1) (2021)
Eduardo Abi Jaber, Omar El Euch
Multifactor Approximation of Rough Volatility Models. SIAM J. Financial Math. 10 (2) (2019)