Aitor Muguruza Gonzalez

According to our database¹, Aitor Muguruza Gonzalez authored at least 3 papers between 2021 and 2023.

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2023

A Neural RDE approach for continuous-time non-Markovian stochastic control problems.

[BibT_eX]

[DOI]

CoRR, 2023

2022

On Smile Properties of Volatility Derivatives: Understanding the VIX Skew.

[BibT_eX]

[DOI]

SIAM J. Financial Math., 2022

2021

Clustering Market Regimes using the Wasserstein Distance.

[BibT_eX]

[DOI]

CoRR, 2021