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Publications by Omar El Euch

Multifactor Approximation of Rough Volatility Models

SIAM Journal on Financial Mathematics

Applied Mathematics

Numerical Analysis

English

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Calibrating Rough Volatility Models: A Convolutional Neural Network Approach

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Rough Topology on Approximation Spaces

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Approximation Methods for Scattering From Rough Surfaces

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Approximation for Option Prices Under Uncertain Volatility

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Estimating Stochastic Volatility: The Rough Side to Equity Returns

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The Local Parabolic Approximation for Rough Surface Scattering.

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