Omar El Euch

685 total citations · 1 hit paper
5 papers, 330 citations indexed

About

Omar El Euch is a scholar working on Finance, Economics and Econometrics and Mathematical Physics. According to data from OpenAlex, Omar El Euch has authored 5 papers receiving a total of 330 indexed citations (citations by other indexed papers that have themselves been cited), including 5 papers in Finance, 2 papers in Economics and Econometrics and 1 paper in Mathematical Physics. Recurrent topics in Omar El Euch's work include Stochastic processes and financial applications (5 papers), Financial Risk and Volatility Modeling (3 papers) and Complex Systems and Time Series Analysis (2 papers). Omar El Euch is often cited by papers focused on Stochastic processes and financial applications (5 papers), Financial Risk and Volatility Modeling (3 papers) and Complex Systems and Time Series Analysis (2 papers). Omar El Euch collaborates with scholars based in France, United States and Japan. Omar El Euch's co-authors include Mathieu Rosenbaum, Mathieu Rosenbaum, Masaaki Fukasawa, Eduardo Abi Jaber and Jim Gatheral and has published in prestigious journals such as The Annals of Applied Probability, Finance and Stochastics and HAL (Le Centre pour la Communication Scientifique Directe).

In The Last Decade

Omar El Euch

5 papers receiving 314 citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

The characteristic function of rough Heston models

2019 144 citations Omar El Euch, Mathieu Rosenbaum SPIRE - Sciences Po Institutional REpository profile →

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Omar El Euch France	5	310	119	47	37	21	5	330
Mathieu Rosenbaum France	10	428 1.4×	216 1.8×	44 0.9×	31 0.8×	21 1.0×	22	462
Alexandre Popier France	8	189 0.6×	72 0.6×	38 0.8×	27 0.7×	20 1.0×	21	219
Son Luu Nguyen United States	10	188 0.6×	98 0.8×	50 1.1×	20 0.5×	63 3.0×	25	233
Stefan Ankirchner Germany	10	297 1.0×	134 1.1×	75 1.6×	32 0.9×	13 0.6×	48	327
Masaaki Fukasawa Japan	13	477 1.5×	247 2.1×	53 1.1×	29 0.8×	11 0.5×	40	523
Kristin Reikvam Norway	8	224 0.7×	108 0.9×	57 1.2×	18 0.5×	17 0.8×	10	260
Adrien Richou France	10	252 0.8×	41 0.3×	58 1.2×	44 1.2×	28 1.3×	18	269
Emmanuelle Clément France	7	295 1.0×	80 0.7×	54 1.1×	38 1.0×	4 0.2×	18	332
Martino Grasselli Italy	14	570 1.8×	139 1.2×	170 3.6×	35 0.9×	19 0.9×	52	607
Tina Hviid Rydberg United Kingdom	8	399 1.3×	209 1.8×	48 1.0×	21 0.6×	10 0.5×	10	476

Countries citing papers authored by Omar El Euch

Since Specialization

Citations

This map shows the geographic impact of Omar El Euch'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 Omar El Euch with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Omar El Euch more than expected).

Fields of papers citing papers by Omar El Euch

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Omar El Euch. 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 Omar El Euch. The network helps show where Omar El Euch may publish in the future.

Co-authorship network of co-authors of Omar El Euch

This figure shows the co-authorship network connecting the top 25 collaborators of Omar El Euch. A scholar is included among the top collaborators of Omar El Euch 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 Omar El Euch. Omar El Euch is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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5 of 5 papers shown

1.

Euch, Omar El & Mathieu Rosenbaum. (2019). The characteristic function of rough Heston models. SPIRE - Sciences Po Institutional REpository. 144 indexed citations breakdown →

2.

Euch, Omar El & Mathieu Rosenbaum. (2018). Perfect hedging in rough Heston models. The Annals of Applied Probability. 28(6). 70 indexed citations

3.

Euch, Omar El, Masaaki Fukasawa, & Mathieu Rosenbaum. (2018). The microstructural foundations of leverage effect and rough volatility. Finance and Stochastics. 22(2). 241–280. 70 indexed citations

4.

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

5.

Euch, Omar El, Jim Gatheral, & Mathieu Rosenbaum. (2018). Roughening Heston. SSRN Electronic Journal. 13 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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