Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Salvador Ortiz-Latorre

A New Pricing Measure in the Barndorff-Nielsen–Shephard Model for Commodity Markets

Trends in Mathematics

English

Related publications

Financialization in Commodity Markets: A Passing Trend or the New Normal?

Journal of Banking and Finance

English

A Consistent Stable Numerical Scheme for a Nonlinear Option Pricing Model in Illiquid Markets

Mathematics and Computers in Simulation

Numerical Analysis

Applied Mathematics

Computer Science

Theoretical Computer Science

English

Structural Change in Commodity Markets

OECD Food, Agriculture and Fisheries Papers

English

Pricing a Class of Exotic Commodity Options in a Multi-Factor Jump-Diffusion Model

Quantitative Finance

English

Prosumer Integration in Flexibility Markets: A Bid Development and Pricing Model

English

The Relationship Between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis

Finance Research Letters

English

A New Method for Setting Futures Portfolios’ Maintenance Margins: Evidence From Chinese Commodity Futures Markets

Journal of Applied Mathematics

Applied Mathematics

English

Estimating Demand for Dynamic Pricing in Electronic Markets

GSTF INTERNATIONAL JOURNAL ON COMPUTING

English

Variable Pricing in Oligopoly Markets*

The Journal of Business

English