World’s largest financial mathematics conference recognizes Paris-Dauphine PhD student

21.08.2018

The Bachelier Finance Society Junior Scholar Award was presented to Eduardo Abi Jaber (PhD Student at CEREMADE / Université Paris-Dauphine) and Omar El Euch (École Polytechnique). Congratulations.

It happened on July 19 at Trinity College in Dublin, at the 10th World Congress of the Bachelier Finance Society, the largest mathematics conference, held every two years in a major economic capital. The Science Committee recognized the two young researchers for their article entitled "Multi-factor approximation of rough volatility models".

Eduardo Abi Jaber is a PhD student at CEMERADE under the supervision of Bruno Bouchard. Their work involves characterizing viability for diffusion processes and affine rough models. It has already obtained significant results on the existence, Markovian representation, and digital approximation of such processes.

To learn more about the Bachelier Finance Society, click here.