Salvador Ortiz-Latorre

According to our database, Salvador Ortiz-Latorre authored at least 8 papers between 2010 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2022

An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations.

Dan Crisan, Alexander Lobbe, Salvador Ortiz-Latorre

CoRR, 2022

2021

Self-exciting multifractional processes.

Fabian A. Harang, Marc Lagunas-Merino, Salvador Ortiz-Latorre

J. Appl. Probab., 2021

SPDE bridges with observation noise and their spatial approximation.

Giulia Di Nunno, Salvador Ortiz-Latorre, Andreas Petersson

CoRR, 2021

Particle representation for the solution of the filtering problem. Application to the error expansion of filtering discretizations.

Dan Crisan, Thomas G. Kurtz, Salvador Ortiz-Latorre

CoRR, 2021

Pathwise approximations for the solution of the non-linear filtering problem.

Dan Crisan, Alexander Lobbe, Salvador Ortiz-Latorre

CoRR, 2021

2014

A Pricing Measure to Explain the Risk Premium in Power Markets.

Fred Espen Benth, Salvador Ortiz-Latorre

SIAM J. Financial Math., 2014

Optimal simulation schemes for Lévy driven stochastic differential equations.

Arturo Kohatsu-Higa, Salvador Ortiz-Latorre, Peter Tankov

Math. Comput., 2014

2010

Weak Kyle-Back Equilibrium Models for Max and ArgMax.

Arturo Kohatsu-Higa, Salvador Ortiz-Latorre

SIAM J. Financial Math., 2010