Othmane Zarhali, Cécilia Aubrun, Emmanuel Bacry, Jean-Philippe Bouchaud and Jean-François Muzy (2025). Why is the volatility of single stocks so much rougher than that of the S&P500?, Quantitative finance, to appear, Link
Othmane Zarhali, Emmanuel Bacry and Jean-François Muzy (2026). From rough to multifractal multidimensional volatility: A multidimensional Log S-fbm model, arxiv:2601.10517, Peter Carr memorial Award - QuantMinds international , Link
Othmane Zarhali, Emmanuel Bacry and Jean-François Muzy (2026). The Log S-fBM model: statistical analysis, Forthcoming
Othmane Zarhali, Emmanuel Bacry and Jean-François Muzy (2026). The Log S-fBM model: small intermittency approximation Forthcoming
Othmane Zarhali, Nicolas Rémi Langrené (2026). Fast simulation of Volterra processes using random Fourier features with application to the log-stationary fractional Brownian motion, Forthcoming
Othmane Zarhali. Stochastic local volatility models, 2019
Othmane Zarhali.Multiscale Ornstein Uhlenbeck model, 2019
Othmane Zarhali. Credit spread curve construction methods, 2019