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Luis Antonio Souto Arias

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Journal Articles

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2025
[j2]
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  - journals/jcam/AriasCO25
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  - https://dblp.org/rec/journals/jcam/AriasCO25
Luis Antonio Souto Arias, Pasquale Cirillo, Cornelis W. Oosterlee:
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. J. Comput. Appl. Math. 454: 116177 (2025)
2023
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Luis Antonio Souto Arias, Cornelis W. Oosterlee, Pasquale Cirillo:
AIDA: Analytic isolation and distance-based anomaly detection algorithm. Pattern Recognit. 141: 109607 (2023)

Informal and Other Publications

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2022
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Luis Antonio Souto Arias, Cornelis W. Oosterlee, Pasquale Cirillo:
AIDA: Analytic Isolation and Distance-based Anomaly Detection Algorithm. CoRR abs/2212.02645 (2022)

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