Eduardo Abi Jaber

533 total citations
23 papers, 238 citations indexed

About

Eduardo Abi Jaber is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Eduardo Abi Jaber has authored 23 papers receiving a total of 238 indexed citations (citations by other indexed papers that have themselves been cited), including 19 papers in Finance, 6 papers in Economics and Econometrics and 4 papers in Management Science and Operations Research. Recurrent topics in Eduardo Abi Jaber's work include Stochastic processes and financial applications (19 papers), Financial Risk and Volatility Modeling (11 papers) and Insurance, Mortality, Demography, Risk Management (4 papers). Eduardo Abi Jaber is often cited by papers focused on Stochastic processes and financial applications (19 papers), Financial Risk and Volatility Modeling (11 papers) and Insurance, Mortality, Demography, Risk Management (4 papers). Eduardo Abi Jaber collaborates with scholars based in France, United Kingdom and United States. Eduardo Abi Jaber's co-authors include Martin Larsson, Omar El Euch, Huyên Pham, Christa Cuchiero, Stéphane Villeneuve and Bruno Bouchard and has published in prestigious journals such as Stochastic Processes and their Applications, Mathematical Finance and The Annals of Applied Probability.

In The Last Decade

Eduardo Abi Jaber

21 papers receiving 230 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Eduardo Abi Jaber France	9	222	73	41	34	26	23	238
Alexandre Popier France	8	189 0.9×	72 1.0×	27 0.7×	38 1.1×	35 1.3×	21	219
Omar El Euch France	5	310 1.4×	119 1.6×	37 0.9×	47 1.4×	20 0.8×	5	330
Christa Cuchiero Austria	11	263 1.2×	75 1.0×	41 1.0×	34 1.0×	19 0.7×	25	315
Bruno Dupire United States	5	232 1.0×	71 1.0×	47 1.1×	24 0.7×	19 0.7×	5	271
Jacek Jakubowski Poland	9	148 0.7×	40 0.5×	51 1.2×	9 0.3×	25 1.0×	41	205
Maurizio Pratelli Italy	8	161 0.7×	59 0.8×	32 0.8×	42 1.2×	27 1.0×	15	220
Son Luu Nguyen United States	10	188 0.8×	98 1.3×	20 0.5×	50 1.5×	12 0.5×	25	233
Adrien Richou France	10	252 1.1×	41 0.6×	44 1.1×	58 1.7×	39 1.5×	18	269
Stefan Ankirchner Germany	10	297 1.3×	134 1.8×	32 0.8×	75 2.2×	15 0.6×	48	327
Kristin Reikvam Norway	8	224 1.0×	108 1.5×	18 0.4×	57 1.7×	41 1.6×	10	260

Countries citing papers authored by Eduardo Abi Jaber

Since Specialization

Citations

This map shows the geographic impact of Eduardo Abi Jaber's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Eduardo Abi Jaber with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Eduardo Abi Jaber more than expected).

Fields of papers citing papers by Eduardo Abi Jaber

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Eduardo Abi Jaber. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Eduardo Abi Jaber. The network helps show where Eduardo Abi Jaber may publish in the future.

Co-authorship network of co-authors of Eduardo Abi Jaber

This figure shows the co-authorship network connecting the top 25 collaborators of Eduardo Abi Jaber. A scholar is included among the top collaborators of Eduardo Abi Jaber based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Eduardo Abi Jaber. Eduardo Abi Jaber is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Jaber, Eduardo Abi, et al.. (2025). Signature Volatility Models: Pricing and Hedging with Fourier. SIAM Journal on Financial Mathematics. 16(2). 606–642.

Jaber, Eduardo Abi, et al.. (2025). Volatility Models in Practice: Rough, Path‐Dependent, or Markovian?. Mathematical Finance. 35(4). 796–817. 1 indexed citations

Jaber, Eduardo Abi & Stéphane Villeneuve. (2024). Gaussian agency problems with memory and linear contracts. Finance and Stochastics. 29(1). 143–176.

Jaber, Eduardo Abi, et al.. (2024). Volatility Models in Practice: Rough, Path-Dependent or Markovian?. SSRN Electronic Journal. 2 indexed citations

Jaber, Eduardo Abi, et al.. (2024). Fourier-Laplace Transforms in Polynomial Ornstein-Uhlenbeck Volatility Models. SSRN Electronic Journal. 1 indexed citations

Jaber, Eduardo Abi, et al.. (2024). Reconciling Rough Volatility with Jumps. SIAM Journal on Financial Mathematics. 15(3). 785–823. 3 indexed citations

Jaber, Eduardo Abi, et al.. (2024). Joint SPX & VIX calibration with Gaussian polynomial volatility models: Deep pricing with quantization hints. Mathematical Finance. 35(2). 470–519. 2 indexed citations

Jaber, Eduardo Abi, et al.. (2023). Equilibrium in Functional Stochastic Games with Mean-Field Interaction. SSRN Electronic Journal. 1 indexed citations

Jaber, Eduardo Abi, et al.. (2023). Reconciling Rough Volatility with Jumps. SSRN Electronic Journal. 2 indexed citations

10.

Jaber, Eduardo Abi & Stéphane Villeneuve. (2022). Gaussian Agency Problems With Memory and Linear Contracts. SSRN Electronic Journal. 1 indexed citations

11.

Jaber, Eduardo Abi, et al.. (2022). The Quintic Ornstein-Uhlenbeck Volatility Model that Jointly Calibrates SPX & VIX Smiles. SSRN Electronic Journal. 5 indexed citations

12.

Jaber, Eduardo Abi. (2022). The characteristic function of Gaussian stochastic volatility models: an analytic expression. Finance and Stochastics. 26(4). 733–769. 10 indexed citations

13.

Jaber, Eduardo Abi, et al.. (2022). Optimal Liquidation with Signals: the General Propagator Case. SSRN Electronic Journal. 3 indexed citations

14.

Jaber, Eduardo Abi, et al.. (2021). Linear-quadratic control for a class of stochastic Volterra equations: Solvability and approximation. The Annals of Applied Probability. 31(5). 18 indexed citations

15.

Jaber, Eduardo Abi, et al.. (2021). A weak solution theory for stochastic Volterra equations of convolution type. The Annals of Applied Probability. 31(6). 17 indexed citations

16.

Jaber, Eduardo Abi, et al.. (2020). Markowitz portfolio selection for multivariate affine and quadratic Volterra models. arXiv (Cornell University). 16 indexed citations

17.

Jaber, Eduardo Abi. (2019). Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels. arXiv (Cornell University). 17 indexed citations

18.

Jaber, Eduardo Abi. (2019). The Laplace transform of the integrated Volterra Wishart process. INRIA a CCSD electronic archive server. 8 indexed citations

19.

Jaber, Eduardo Abi & Omar El Euch. (2018). Markovian structure of the Volterra Heston model. HAL (Le Centre pour la Communication Scientifique Directe). 33 indexed citations

20.

Jaber, Eduardo Abi, et al.. (2017). Affine Volterra processes. Project Euclid (Cornell University). 81 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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