Othmane Zarhali
- From rough to multifractal multidimensional volatility: A multidimensional Log S-fBM model
2026/01/15 by Othmane Zarhali, Emmanuel Bacry, Jean-François Muzy · 1 voice
Economics, Econometrics and Finance · #q-fin.ST
- Fast simulation of Volterra processes using random Fourier features with application to the log-stationary fractional Brownian motion
2026/03/03 by Othmane Zarhali, Langrené, Nicolas, Nicolas Langrené · 1 voice
Decision Sciences · Economics, Econometrics and Finance · Engineering · Mathematics · #Control Systems and Identification #Exponential function #Fourier transform #Fractional Brownian motion #Kernel (algebra) #Kernel method #Laplace transform #Monte Carlo method #Probabilistic and Robust Engineering Design #Stability (learning theory) #Stochastic process #Stochastic processes and financial applications #math.NA #math.PR #q-fin.MF