• P. Iglesias; J: San Martín; S. Torres, F. Viens (2009) “Option Pricing for Gamma modulated processes”. Accepted in Annals of Finance.
  • San Martín J., Torres S. (2010) “Numerical methods for BSDE”Encyclopedia of Quantitative Finance,Tomo I, pp- 145-159 Wiley.
  • K. Bertin, S. Torres and C. Tudor (2010) “Maximum likelihood estimators and random walks in long-memory models”, to appear in Statistics (Journal of Theoretical and Applied Statistics).
  • S. Torres, F. Viens M. Levine (2009) “Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion”. Statistical Inference for Stochastic Processes. Vol.12 N. 3 Pages. 221-250.
  • S. Torres, C. Tudor (2009) “Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model”. Stochastic Analysis and Applications. Vol. 27 N. 3 Pages 555-573.
  • Rifo, Laura L.R., S. Torres (2009) “Full Bayesian Analysis for a Class of Jump-Difusion Models”. Communications in Statistics Vol.38, N. 8, Pages 1262-1271.
  • R. Fierro, S. Torres, (2008) “A Stochastic scheme of approximation for Ordinary Diferential Equations”. Electronic Communications and Probability. Vol. 13 N. 1 1-9 Published.
  • N. Barrera, M. Galea, S. Torres, M. Villalon (2006) “Class of a skew distribution: Theory and Application in Biology”. Statistics, Volume 40, Number 4, pp 365-375.
  • Barrera NP, Morales B, Torres S, Villalon (2005) M. Principles: mechanisms and modelling of synergism in cellular responses.Trends Pharmacol Sci 2005; 26: 526-532.
  • C. Tudor, S. Torres(2004) “The Euler Scheme for a class of Anticipating Stochastic Diferential Equations” Random Oper. Stochastic Equations 12, N·z3 211-224
  • N. Barrera, S. Torres, B. Morales, M. Villalón (2004) “Prediction of Synergism on frequency of responses in the attojoule range” Phys, Chem. Chem. Phys Vol. 6, N. 8, Pages 1806-1814
  • M. Galea, J. Ma, S. Torres (2004) “Price calculation for Power Exponential Jump-difusion Models A hermite-series approach Contemporary Mathematics V. 336, 137-159
  • H. Allende, N. Lacourly, S.Torres (2004) ” Robust Portmanteau TRA Tests and Their Limit Distribution” Communications in Statistics, Theory and Methods. Vol. 33 No. 8. pp 1899-1915
  • H. Allende, M. Elias, S.Torres (2002) “Estimation of the options prime: microsimulation of BSDE’s” International Statistical Review, 72, 1, 107-121.
  • J. Ma, P. Protter, J. San Martín, S.Torres (2002) ” Numerical method for backward stochastic diferential equations ” Annals of Applied Probability, Vol. 12, N·z1 p. 302-316.
  • M. Kobilansky, J.P. Lepeltier, M.C. Quenez, S. Torres (2002) “Existence for re°ect ed BSDE with superlinear quadratic coeficient” Probability and Mathematical Statistics, Vol. 22, Fas I, p. 51-83
  • R. Fierro, S. Torres (2001) “The Euler Scheme for Hilbert space valued stochastic diferential equations” Statistics and Probability Letters, Vol. 57 N·z 3 p. 207-213.
  • J. San Martín, S. Torres (2001) “Euler Scheme for countable systems of stochastic diferential equations” Statistics and Probability Letters Vol 54, N·z3, P. 251-259.

Pre Prints

  • M. Martinez; J. San Martín; S. Torres (2009). “Numerical Scheme for RBSDE”. Submitted.
  • A. Lejay; E. Mordecki; S. Torres, (2009) “Numerical Scheme for BSDE with Jumps”. Submitted.
  • K. Bertin; S. Torres, C. Tudor (2009) “Drift parameter estimation in fractional difusions, martingales and random walks”, 13 pages, submitted.
  • K. Bertin; A. Neely; L. Sanz and S. Torres A class of hidden Markov models with autoregressive noise applied to single calcium channels analysis. Submitted.
  • Rifo L; Torres S; Bayesian for Skew models Submitted to Journal of Time Series Analysis Lizama C; Poblete V; Torres S;