Salvador Ortiz-Latorre

• Baños, David Ruiz; Ortiz-Latorre, Salvador; Pilipenko, Andrey & Proske, Frank Norbert (2017). Strong solutions of d-dimensional SDE's with generalized drift and fractional Brownian initial noise. arXiv.org.  ISSN 2331-8422. . doi: https://arxiv.org/abs/1705.01616 Full text in Research Archive.
• Benth, Fred Espen & Ortiz-Latorre, Salvador (2017). Calibration of temperature futures by changing the mean reversion. Journal of Energy Markets.  ISSN 1756-3615.  10(1), s 1- 25
• Crisan, Dan & Ortiz-Latorre, Salvador (2017). A high order time discretization of the solution of the non-linear filtering problem. arXiv.org.  ISSN 2331-8422.
• Ortiz-Latorre, Salvador (2017). A new pricing measure in the Barndorff-Nielsen?Shephard model for commodity markets. Trends in Mathematics.  ISSN 2297-0215.  6, s 133- 139 . doi: 10.1007/978-3-319-51753-7_22
• Benth, Fred Espen & Ortiz-Latorre, Salvador (2015). A change of measure preserving the affine structure in the Barndorff-Nielsen and Shephard model for commodity markets. International Journal of Theoretical and Applied Finance.  ISSN 0219-0249.  18(6) . doi: 10.1142/S0219024915500387 Full text in Research Archive.

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• Baños, David Ruiz; Ortiz-Latorre, Salvador; Pilipenko, Andrey & Proske, Frank Norbert (2017). Strong solutions of SDE's with generalized drift and multidimensional fractional Brownian initial noise.
• Ortiz-Latorre, Salvador (2016). A new pricing measure in the Barndorff-Nielsen & Shephard model for commodity markets.
• Ortiz-Latorre, Salvador (2016). A second order approximation of the continuous time filtering problem.
• Ortiz-Latorre, Salvador (2016). High Order Discretizations to the Stochastic Filtering Problem.
• Ortiz-Latorre, Salvador (2016). High Order Weak Approximation of SDEs. Application to the Nonlinear Filtering Problem.

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