Abel Guada Azze

Associate Professor

CUNEF Universidad

Spain

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Abel Guada Azze is an Associate Professor at CUNEF Universidad in Spain. His research focuses on optimal stopping theory, Gauss–Markov processes, and the modeling of storage systems in renewable energy contexts. Recent publications include studies on optimal exercise strategies for American options and the application of semi-Markov modulated Brownian bridges in various financial contexts.

Articles (5)

Year:

2025

Year:

2024

Year:

2024

Year:

2024

Year:

2020

Collaborators (4)

Eduardo García-Portugués

Associate Professor

Universidad Carlos III de Madrid

SPAIN

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Guglielmo D'Amico

Professore

University of Chieti-Pescara

ITALY

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Salvatore Vergine

ITALY

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Bernardo D'Auria

Professore Associato

University of Padova

ITALY

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Abel Guada Azze

Research Interests

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Contact this professor

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Articles (5)

Optimal stopping of Gauss–Markov bridges

Modelling a storage system of a wind farm with a ramp-rate limitation: a semi-Markov modulated Brownian bridge approach

Optimal exercise of American options under time-dependent Ornstein–Uhlenbeck processes

Optimal stopping of an Ornstein–Uhlenbeck bridge

Discounted Optimal Stopping of a Brownian Bridge, with Application to American Options under Pinning

Collaborators (4)

Eduardo García-Portugués

Guglielmo D'Amico

Salvatore Vergine

Bernardo D'Auria

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