Statistics
Publications
4
Citations
253
H-Index
4
Active since
2017
Affiliations
Aitor Muguruza is an author at Imperial College London specializing in stochastic volatility models, volatility modeling, and business.
Publications per year
2017–2025
4
4
On VIX futures in the rough Bergomi model
Antoine Jacquier, Claude Martini, Aitor Muguruza · Quantitative Finance · 2017 · 62 citations
On Deep Calibration of (rough) Stochastic Volatility Models
Christian Bayer, Blanka Horvath, Aitor Muguruza et al. · The Journal of FinTech · 2025 · 33 citations · Full text
Business, Computer Science, Finance +17
Blanka Horvath, Aitor Muguruza, Mehdi Tomas · SSRN Electronic Journal · 2019 · 18 citations · Full text
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