Salvador Ortiz-Latorre

Identifiers

• name variant Salvador Ortiz-Latorre 0.60 · backfill

Papers (7)

1. A high order time discretization of the solution of the non-linear filtering problem math.PR · 2017 · author #2
2. Strong solutions of SDE's with generalized drift and multidimensional fractional Brownian initial noise math.PR · 2017 · author #2
3. A second order time discretization of the solution of the non-linear filtering problem math.PR · 2014 · author #2
4. A change of measure preserving the affine structure in the BNS model for commodity markets q-fin.PR · 2014 · author #2
5. A pricing measure to explain the risk premium in power markets q-fin.PR · 2013 · author #2
6. Optimal simulation schemes for L\'evy driven stochastic differential equations math.PR · 2012 · author #2
7. Intersection local time for two independent fractional Brownian motions math.PR · 2007 · author #2

Mentions

• 1408.5678 #2 · backfill · confidence 0.70 Salvador Ortiz-Latorre
• 1403.5236 #2 · backfill · confidence 0.70 Salvador Ortiz-Latorre
• 1308.3378 #2 · backfill · confidence 0.70 Salvador Ortiz-Latorre
• 1204.4877 #2 · backfill · confidence 0.70 Salvador Ortiz-Latorre
• 0704.1259 #2 · backfill · confidence 0.70 Salvador Ortiz-Latorre

Frequent Coauthors

• Dan Crisan 2 shared papers
• Fred Espen Benth 2 shared papers
• Andrey Pilipenko 1 shared papers
• Arturo Kohatsu-Higa 1 shared papers
• David Nualart 1 shared papers
• David R. Ba\~nos 1 shared papers
• Frank Proske 1 shared papers
• Peter Tankov 1 shared papers