Salvador Ortiz-Latorre
Universitetet i Oslo
H-index: 8
Europe-Norway
Top articles of Salvador Ortiz-Latorre
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Thiele's PIDE for unit-linked policies in the Heston-Hawkes stochastic volatility model | arXiv preprint arXiv:2309.03541 | David R Baños Salvador Ortiz-Latorre Oriol Zamora Font | 2023/9/7 |
SPDE bridges with observation noise and their spatial approximation | Stochastic Processes and their Applications | Giulia Di Nunno Salvador Ortiz–Latorre Andreas Petersson | 2023/4/1 |
Change of measure in a Heston-Hawkes stochastic volatility model | arXiv preprint arXiv:2210.15343 | David R Baños Salvador Ortiz-Latorre Oriol Zamora Font | 2022/10/27 |
An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations | Stochastics and Partial Differential Equations: Analysis and Computations | Dan Crisan Alexander Lobbe Salvador Ortiz-Latorre | 2022/9 |
Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise | Journal of Theoretical Probability | David Baños Salvador Ortiz-Latorre Andrey Pilipenko Frank Proske | 2022/6/1 |
Pathwise approximations for the solution of the non-linear filtering problem | Dan Crisan Alexander Lobbe Salvador Ortiz-Latorre | 2022/4/22 | |
Particle representation for the solution of the filtering problem. application to the error expansion of filtering discretizations | arXiv preprint arXiv:2104.04773 | Dan Crisan Thomas G Kurtz Salvador Ortiz-Latorre | 2021/4/10 |
Self-exciting multifractional processes | Journal of Applied Probability | Fabian A Harang Marc Lagunas-Merino Salvador Ortiz-Latorre | 2021/3 |
A high order time discretization of the solution of the non-linear filtering problem | Stochastics and Partial Differential Equations: Analysis and Computations | Dan Crisan Salvador Ortiz-Latorre | 2020/12 |
Variance and interest rate risk in unit-linked insurance policies | Risks | David Baños Marc Lagunas-Merino Salvador Ortiz-Latorre | 2020/8/6 |
A decomposition formula for fractional Heston jump diffusion models | arXiv preprint arXiv:2007.14328 | Marc Lagunas-Merino Salvador Ortiz-Latorre | 2020/7/28 |
Co-Authors
