Aitor Muguruza

Identifiers

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Papers (2)

1. On smile properties of volatility derivatives and exotic products: understanding the VIX skew q-fin.MF · 2018 · author #3
2. On VIX Futures in the rough Bergomi model q-fin.PR · 2017 · author #3

Mentions

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Frequent Coauthors

• Antoine Jacquier 1 shared papers
• Claude Martini 1 shared papers
• David Garc\'ia-Lorite 1 shared papers
• Elisa Al\`os 1 shared papers