Recent Publications |https://emma-gnabeyeu.github.io/publications/Recent PublicationsHugoBlox Kit (https://hugoblox.com)en-usSat, 25 Apr 2026 00:00:00 +0000https://emma-gnabeyeu.github.io/media/icon_hu_da05098ef60dc2e7.pngRecent Publicationshttps://emma-gnabeyeu.github.io/publications/Optimal Merton's Problem under Multivariate Affine Volterra Models with Jumps.https://emma-gnabeyeu.github.io/publications/preprint6/Sat, 25 Apr 2026 00:00:00 +0000https://emma-gnabeyeu.github.io/publications/preprint6/On the mean-variance problem through the lens of multivariate fake stationary affine Volterra dynamics.https://emma-gnabeyeu.github.io/publications/preprint5/Wed, 01 Apr 2026 00:00:00 +0000https://emma-gnabeyeu.github.io/publications/preprint5/On Path-dependent Volterra Integral Equations: Strong Well-posedness and Stochastic Numerics.https://emma-gnabeyeu.github.io/publications/preprint3/Fri, 20 Mar 2026 00:00:00 +0000https://emma-gnabeyeu.github.io/publications/preprint3/On Utility Maximization under Multivariate Fake Stationary Affine Volterra Models.https://emma-gnabeyeu.github.io/publications/preprint4/Tue, 10 Mar 2026 00:00:00 +0000https://emma-gnabeyeu.github.io/publications/preprint4/Fake stationary rough Heston volatility: Microstructure-inspired foundationshttps://emma-gnabeyeu.github.io/publications/preprint2/Thu, 12 Feb 2026 00:00:00 +0000https://emma-gnabeyeu.github.io/publications/preprint2/On Inhomogeneous Affine Volterra Processes: Stationarity and Applications to the Volterra Heston Modelhttps://emma-gnabeyeu.github.io/publications/preprint/Wed, 01 Oct 2025 00:00:00 +0000https://emma-gnabeyeu.github.io/publications/preprint/On a Stationarity Theory for Stochastic Volterra Integral Equationshttps://emma-gnabeyeu.github.io/publications/journal-article/Mon, 01 Sep 2025 00:00:00 +0000https://emma-gnabeyeu.github.io/publications/journal-article/Solving The Dynamic Volatility Fitting Problem: A Deep Reinforcement Learning Approachhttps://emma-gnabeyeu.github.io/publications/conference-paper/Sat, 12 Oct 2024 00:00:00 +0000https://emma-gnabeyeu.github.io/publications/conference-paper/