The following pages link to Salvador Ortiz-Latorre (Q2093307):
Displaying 23 items.
- (Q952825) (redirect page) (← links)
- An Itô-Stratonovich formula for Gaussian processes: A Riemann sums approach (Q952826) (← links)
- An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations (Q2093308) (← links)
- Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise (Q2135187) (← links)
- A high order time discretization of the solution of the non-linear filtering problem (Q2219502) (← links)
- Intersection local time for two independent fractional Brownian motions (Q2471118) (← links)
- Central limit theorems for multiple stochastic integrals and Malliavin calculus (Q2476292) (← links)
- SPDE bridges with observation noise and their spatial approximation (Q2689896) (← links)
- A Pricing Measure to Explain the Risk Premium in Power Markets (Q2940777) (← links)
- (Q3094151) (← links)
- MODELING OF FINANCIAL MARKETS WITH INSIDE INFORMATION IN CONTINUOUS TIME (Q3173998) (← links)
- Optimal simulation schemes for Lévy driven stochastic differential equations (Q3189423) (← links)
- (Q3195632) (← links)
- Weak Kyle–Back Equilibrium Models for Max and ArgMax (Q3563691) (← links)
- Self-exciting multifractional processes (Q4964779) (← links)
- Pathwise Approximations for the Solution of the Non-Linear Filtering Problem (Q5050080) (← links)
- A Kusuoka–Lyons–Victoir particle filter (Q5362155) (← links)
- A second order time discretization of the solution of the non-linear filtering problem (Q6254157) (← links)
- Variance and interest rate risk in unit-linked insurance policies (Q6343795) (← links)
- A decomposition formula for fractional Heston jump diffusion models (Q6346026) (← links)
- Particle representation for the solution of the filtering problem. Application to the error expansion of filtering discretizations (Q6364962) (← links)
- SPDE bridges with observation noise and their spatial approximation (Q6386302) (← links)
- Change of measure in a Heston-Hawkes stochastic volatility model (Q6415295) (← links)