Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by Omar El Euch
Multifactor Approximation of Rough Volatility Models
SIAM Journal on Financial Mathematics
Applied Mathematics
Numerical Analysis
Finance
Related publications
Calibrating Rough Volatility Models: A Convolutional Neural Network Approach
SSRN Electronic Journal
Rough Topology on Approximation Spaces
International Journal of Advanced Research in Computer Science
Data Envelopment Analysis and Multifactor Asset Pricing Models
International Journal of Financial Studies
Finance
Approximation Methods for Scattering From Rough Surfaces
Approximation for Option Prices Under Uncertain Volatility
SIAM Journal on Financial Mathematics
Applied Mathematics
Numerical Analysis
Finance
Estimating Stochastic Volatility: The Rough Side to Equity Returns
Decisions in Economics and Finance
Economics
Econometrics
Finance
Multifactor Gaussian Process Models for Style-Content Separation
The Local Parabolic Approximation for Rough Surface Scattering.
Journal of the Acoustical Society of America
Acoustics
Ultrasonics
Arts
Humanities
A Scientific Classification of Volatility Models
SSRN Electronic Journal