Luis Antonio Souto Arias

According to our database, Luis Antonio Souto Arias authored at least 2 papers between 2023 and 2025.

Collaborative distances:

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

2025

The Heston-Queue-Hawkes process: A new self-exciting jump-diffusion model for options pricing, and an extension of the COS method for discrete distributions.

Luis Antonio Souto Arias, Pasquale Cirillo, Cornelis W. Oosterlee

J. Comput. Appl. Math., 2025

2023

AIDA: Analytic isolation and distance-based anomaly detection algorithm.

Luis Antonio Souto Arias, Cornelis W. Oosterlee, Pasquale Cirillo

Pattern Recognit., September, 2023