Salvador Ortiz-Latorre

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Phone +47-22855865
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Visiting address Moltke Moes vei 35 Niels Henrik Abels hus 0851 OSLO
Postal address Postboks 1053 Blindern 0316 OSLO
Tags: Stochastic analysis and finance and insurance and risk

Publications

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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.

View all works in Cristin

Published Jan. 28, 2013 11:38 AM - Last modified Dec. 16, 2013 10:15 AM

Projects