Muguruza, Aitor

1. Deep Learning Volatility
   2019/01/28 by Horvath, Blanka, Muguruza, Aitor, Tomas, Mehdi · 7 citations
   #FOS: Economics and business #Mathematical Finance (q-fin.MF)
2. On VIX Futures in the rough Bergomi model
   2017/01/16 by Jacquier, Antoine, Martini, Claude, Muguruza, Aitor · 1 citation
   #91B25 #91G20 #91G60 #91G99 #FOS: Economics and business #Pricing of Securities (q-fin.PR)
3. Functional central limit theorems for rough volatility
   2017/11/08 by Horvath, Blanka, Jacquier, Antoine, Muguruza, Aitor +1 · 1 citation
   #60F05 #60F17 #60G15 #60G22 #91B25 #91G20 #91G60 #FOS: Economics and business #FOS: Mathematics #Pricing of Securities (q-fin.PR) #Probability (math.PR)