Omar El Euch
Impact in
- Finance top 2%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Modeling and Simulation top 10%
- Fractional Differential Equations Solutions
Papers in
- Finance 5
- Stochastic processes and financial applications 5
- Financial Risk and Volatility Modeling 3
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- Complex Systems and Time Series Analysis 2
- Co-authors
- Mathieu Rosenbaum (3 shared papers)Masaaki Fukasawa (1 shared paper)Mathieu Rosenbaum (1 shared paper)Eduardo Abi Jaber (1 shared paper)Jim Gatheral (1 shared paper)
- Journals
- The Annals of Applied Probability (1 paper)Finance and Stochastics (1 paper)HAL (Le Centre pour la Communication Scientifique Directe) (2 papers)SSRN Electronic Journal (1 paper)
- Partner nations
- FranceUnited StatesJapan
In The Last Decade
Omar El Euch
5 papers receiving 326 citations
Omar El Euch's Hit Papers
Peers
Comparison fields: 5 of 21
- Finance 320
- Modeling and Simulation 21
- Mathematical Physics 42
- Economics and Econometrics 119
- Demography 47
Countries citing papers authored by Omar El Euch
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
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-authors
The 5 scholars most cited alongside Omar El Euch, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | The characteristic function of rough Heston models Hit paper breakdown → | 2019 | 150 |
| 2 | 2018 | 73 | |
| 3 | 2018 | 72 | |
| 4 | Markovian structure of the Volterra Heston model | 2018 | 33 |
| 5 | 2018 | 13 |
About Omar El Euch
Omar El Euch is a scholar working on Finance, Economics and Econometrics, Mathematical Physics, Computational Mechanics and Infectious Diseases, having authored 5 papers that have together received 341 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (5 papers), Financial Risk and Volatility Modeling (3 papers), Complex Systems and Time Series Analysis (2 papers), Advanced Numerical Analysis Techniques (1 paper), Fluid Dynamics and Turbulent Flows (1 paper) and Stochastic processes and statistical mechanics (1 paper). The work is most often cited by research in Finance (320 citations), Modeling and Simulation (21 citations), Mathematical Physics (42 citations), Economics and Econometrics (119 citations) and Demography (47 citations). Omar El Euch has collaborated with scholars based in France, United States and Japan. Frequent co-authors include Mathieu Rosenbaum, Masaaki Fukasawa, Mathieu Rosenbaum, Eduardo Abi Jaber and Jim Gatheral. Their work appears in journals such as The Annals of Applied Probability, Finance and Stochastics, HAL (Le Centre pour la Communication Scientifique Directe) and SSRN Electronic Journal.
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.