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Dive into the research topics where Eduardo Abi Jaber is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Research output
- 22 Article
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Optimal Portfolio Choice With Cross-Impact Propagators
Abi Jaber, E., Neuman, E. & Tuschmann, S., 1 Jan 2026, (Accepted/In press) In: Mathematical Finance.Research output: Contribution to journal › Article › peer-review
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Gaussian agency problems with memory and linear contracts
Abi Jaber, E. & Villeneuve, S., 1 Jan 2025, In: Finance and Stochastics. 29, 1, p. 143-176 34 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Joint SPX & VIX calibration with Gaussian polynomial volatility models: Deep pricing with quantization hints
Abi Jaber, E., Illand, C. & Li, S., 1 Apr 2025, In: Mathematical Finance. 35, 2, p. 470-519 50 p.Research output: Contribution to journal › Article › peer-review
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Optimal Liquidation With Signals: The General Propagator Case
Abi Jaber, E. & Neuman, E., 1 Oct 2025, In: Mathematical Finance. 35, 4, p. 841-866 26 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Signature Volatility Models: Pricing and Hedging with Fourier
Jaber, E. A. & Gérard, L. A., 1 Jan 2025, In: SIAM Journal on Financial Mathematics. 16, 2, p. 606-642 37 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Volatility Models in Practice: Rough, Path-Dependent, or Markovian?
Abi Jaber, E. & Li, S., 1 Oct 2025, In: Mathematical Finance. 35, 4, p. 796-817 22 p.Research output: Contribution to journal › Article › peer-review
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Joint SPX & VIX calibration with Gaussian polynomial volatility models: Deep pricing with quantization hints
Abi Jaber, E., Illand, C. & Li, S., 1 Jan 2024, (Accepted/In press) In: Mathematical Finance.Research output: Contribution to journal › Article › peer-review
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Polynomial Volterra processes
Jaber, E. A., Cuchiero, C., Pelizzari, L., Pulido, S. & Svaluto-Ferro, S., 1 Jan 2024, In: Electronic Journal of Probability. 29, 176.Research output: Contribution to journal › Article › peer-review
Open Access -
Reconciling Rough Volatility with Jumps
Jaber, E. A. & De Carvalho, N., 1 Jan 2024, In: SIAM Journal on Financial Mathematics. 15, 3, p. 785-823 39 p.Research output: Contribution to journal › Article › peer-review
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The characteristic function of Gaussian stochastic volatility models: an analytic expression
Abi Jaber, E., 1 Oct 2022, In: Finance and Stochastics. 26, 4, p. 733-769 37 p.Research output: Contribution to journal › Article › peer-review
Open Access