Eduardo Abi Jaber

A critical look at the effectiveness of rough volatility models in financial markets.

Learn how signature models analyze price movements and improve volatility predictions.

Learn how to optimize your portfolio while considering price impacts in trading.

Exploring polynomial Ornstein-Uhlenbeck models for financial volatility and derivative pricing.

A look into path signatures and their role in stochastic modeling.

A new method to simulate square-root processes easily and accurately.