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Author

Abel Azze

Observed names: A. Azze, Abel Guada, Abel Guada-Azze, Azze, Abel, Guada Azze, Abel, Guada-Azze, Abel
Institution: CUNEF Universidad
ORCID: 0000-0002-3124-6420
Observed ORCID: 0000-0002-3124-6420
OpenAlex ID: A5064941928
Optimal stopping of an Ornstein–Uhlenbeck bridge
2024 · A. Azze, B. D’Auria, et al. · Stochastic Processes and their Applications · 4
Optimal stopping of Gauss–Markov bridges
2024 · Abel Azze, Bernardo D’Auria, et al. · Advances in Applied Probability · 2
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Optimal exercise of American options under time-dependent Ornstein–Uhlenbeck processes
2024 · Abel Azze, Bernardo D'Auria, et al. · Stochastics · 2
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Discounted Optimal Stopping of a Brownian Bridge, with Application to American Options under Pinning
2023 · Bernardo D’Auria, Eduardo García-Portugués, et al. · e-Archivo (Carlos III University of Madrid) · 1
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On the optimal stopping of randomized Gauss-Markov bridges
2026 · A. Azze, B. D’Auria · Stochastic Processes and their Applications
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Robust Ergodic Control of Jump-Diffusion Systems under Drift and Intensity Uncertainty
2026 · Azze, Abel, D'Auria, Bernardo, et al. · arXiv (Cornell University)
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Parada óptima de procesos Gauss-Markov
2025 · Abel Azze · Boletín de Estadística e Investigación Operativa
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Modelling a storage system of a wind farm with a ramp-rate limitation: a semi-Markov modulated Brownian bridge approach
2024 · Abel Azze, Guglielmo D’Amico, et al. · Annals of Operations Research
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Optimal exercise of American options under stock pinning
2019 · Bernardo D’Auria, Eduardo García‐Portugués, et al. · arXiv (Cornell University)
RData.tar.xz
2019 · Guada-Azze, Abel · Figshare
Works count: 14
Citation count: 9
H-index: 2
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