Clustering Market Regimes using the Wasserstein Distance. - Blanka Horvath; Zacharia Issa; Aitor Muguruza Gonzalez (CoRR, 2021)

On Smile Properties of Volatility Derivatives: Understanding the VIX Skew. - Elisa Alòs; David García-Lorite; Aitor Muguruza Gonzalez (SIAM J. Financial Math., 2022)

A Neural RDE approach for continuous-time non-Markovian stochastic control problems. - Melker Hoglund; Emilio Ferrucci; Camilo Hernández; Aitor Muguruza Gonzalez; Cristopher Salvi; Leandro Sánchez-Betancourt; Yufei Zhang 001 (CoRR, 2023)