Abel G. Azze

I am an Associate Professor in the Department of Quantitative Methods at CUNEF Universidad, Madrid.

My research focuses on optimal stopping, stochastic control, asymmetric information, and financial mathematics, with particular interest in Gauss–Markov processes and their applications to option pricing.

To download the full CV, click here.

Education

• PhD in Mathematical Engineering, Universidad Carlos III de Madrid, 2023
• MSc in Mathematical Engineering, Universidad Carlos III de Madrid, 2018
• BSc in Mathematics, Universidad de La Habana, 2014