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Aitor Muguruza Gonzalez
Publication Activity (10 Years)
Years Active: 2022-2023
Publications (10 Years): 2
Top Topics
Stochastic Control
Control Problems
Desirable Properties
Markov Process
Top Venues
CoRR
SIAM J. Financial Math.
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Publications
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Melker Hoglund
,
Emilio Ferrucci
,
Camilo Hernández
,
Aitor Muguruza Gonzalez
,
Cristopher Salvi
,
Leandro Sánchez-Betancourt
,
Yufei Zhang
A Neural RDE approach for continuous-time non-Markovian stochastic control problems.
CoRR
(2023)
Elisa Alòs
,
David García-Lorite
,
Aitor Muguruza Gonzalez
On Smile Properties of Volatility Derivatives: Understanding the VIX Skew.
SIAM J. Financial Math.
13 (1) (2022)