Aitor Muguruza
2017
A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Aitor Muguruza trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Aitor Muguruza's perspective
Ordered by how strongly the researchers Aitor Muguruza trusts endorse each paper. Same corpus, a different order for every researcher.
- Volatility is rough
- Pricing under rough volatility
- The log-normal approximation in financial and other computations (Advances in Applied Probability)
- Introduction to Numerical Analysis
- Handbook Of Mathematical Functions
- Arbitrage-free SVI volatility surfaces
- Smile Dynamics IV
- A Theory for the Term Structure of Interest Rates
- Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes
- The Long Memory of the Efficient Market
Their papers
- On VIX futures in the rough Bergomi model (2017) — 74 citations