Sergio Pulido

Publication Activity (10 Years)

Years Active: 2016-2022
Publications (10 Years): 3

Top Topics

Stochastic Models

Maximum Entropy

Top Venues

SIAM J. Financial Math.

Finance Stochastics

Publications

Etienne Chevalier, Sergio Pulido, Elizabeth Zúniga
American Options in the Volterra Heston Model. SIAM J. Financial Math. 13 (2) (2022)
Damien Ackerer, Damir Filipovic, Sergio Pulido
The Jacobi stochastic volatility model. Finance Stochastics 22 (3) (2018)
Dmitry Kramkov, Sergio Pulido
Stability and Analytic Expansions of Local Solutions of Systems of Quadratic BSDEs with Applications to a Price Impact Model. SIAM J. Financial Math. 7 (1) (2016)