Aitor Muguruza Gonzalez

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

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

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

CoRR, 2023

2022

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

Elisa Alòs, David García-Lorite, Aitor Muguruza Gonzalez

SIAM J. Financial Math., 2022

2021

Clustering Market Regimes using the Wasserstein Distance.

Blanka Horvath, Zacharia Issa, Aitor Muguruza Gonzalez

CoRR, 2021