Othmane Zarhali

Identifiers

• name variant Othmane Zarhali 0.60 · backfill

Papers (3)

1. Fast simulation of Volterra processes using random Fourier features with application to the log-stationary fractional Brownian motion q-fin.MF · 2026 · author #1
2. From rough to multifractal multidimensional volatility: A multidimensional Log S-fBM model q-fin.ST · 2026 · author #1
3. A Nested Factor Model for Equity Markets: Reconciling Multifractal Stock Returns and Rough Index Volatilities q-fin.ST · 2025 · author #1

Mentions

• 2601.10517 #1 · arxiv_oai · confidence 0.70 Othmane Zarhali
• 2505.02678 #1 · arxiv_oai · confidence 0.70 Othmane Zarhali
• 2603.02946 #1 · arxiv_oai · confidence 0.70 Othmane Zarhali

Frequent Coauthors

• Emmanuel Bacry 2 shared papers
• Jean-Fran\c{c}ois Muzy 2 shared papers
• Cecilia Aubrun 1 shared papers
• Jean-Philippe Bouchaud 1 shared papers
• Nicolas Langren\'e 1 shared papers