Publications & Preprints

This is a list of all my publications and available preprints.

  1. Linear Convergence of Gradient Descent for Quadratically Regularized Optimal Transport
    Alberto González-Sanz, Marcel Nutz, and Andrés Riveros Valdevenito
    Preprint (submitted), 2025
  2. Monotonicity in Quadratically Regularized Linear Programs
    Alberto González-Sanz, Marcel Nutz, and Andrés Riveros Valdevenito
    SIAM J. Optim., 2025
  3. Markov Process Jump Times and their Cox Construction
    Philip Protter and Andrés Riveros Valdevenito
    Ann. Oper. Res., 2024
  4. On the Guyon-Lekeufack Volatility Model
    Marcel Nutz and Andrés Riveros Valdevenito
    Finance Stoch., 2024
  5. Propiedad de Martingala, Volatilidad Estocástica y Burbujas Financieras
    Andrés Riveros Valdevenito
    Master’s Thesis, under Professor Jaime San Martín, 2020