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Pulido, Sergio

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Author ID: pulido.sergio Recent zbMATH articles by "Pulido, Sergio"
Published as: Pulido, Sergio
Documents Indexed: 10 Publications since 2014

Publications by Year

Citations contained in zbMATH

8 Publications have been cited 55 times in 45 Documents Cited by Year
The Jacobi stochastic volatility model. Zbl 1402.91746
Ackerer, Damien; Filipović, Damir; Pulido, Sergio
11
2018
A system of quadratic BSDEs arising in a price impact model. Zbl 1339.60071
Kramkov, Dmitry; Pulido, Sergio
10
2016
The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions. Zbl 1290.91166
Pulido, Sergio
9
2014
Affine Volterra processes. Zbl 1441.60052
Jaber, Eduardo Abi; Larsson, Martin; Pulido, Sergio
7
2019
Polynomial diffusions on compact quadric sets. Zbl 1355.60107
Larsson, Martin; Pulido, Sergio
7
2017
Stability and analytic expansions of local solutions of systems of quadratic BSDEs with applications to a price impact model. Zbl 1347.60069
Kramkov, Dmitry; Pulido, Sergio
7
2016
The effect of trading futures on short sale constraints. Zbl 1320.91144
Jarrow, Robert; Protter, Philip; Pulido, Sergio
3
2015
Density of the set of probability measures with the martingale representation property. Zbl 07114724
Kramkov, Dmitry; Pulido, Sergio
1
2019
Affine Volterra processes. Zbl 1441.60052
Jaber, Eduardo Abi; Larsson, Martin; Pulido, Sergio
7
2019
Density of the set of probability measures with the martingale representation property. Zbl 07114724
Kramkov, Dmitry; Pulido, Sergio
1
2019
The Jacobi stochastic volatility model. Zbl 1402.91746
Ackerer, Damien; Filipović, Damir; Pulido, Sergio
11
2018
Polynomial diffusions on compact quadric sets. Zbl 1355.60107
Larsson, Martin; Pulido, Sergio
7
2017
A system of quadratic BSDEs arising in a price impact model. Zbl 1339.60071
Kramkov, Dmitry; Pulido, Sergio
10
2016
Stability and analytic expansions of local solutions of systems of quadratic BSDEs with applications to a price impact model. Zbl 1347.60069
Kramkov, Dmitry; Pulido, Sergio
7
2016
The effect of trading futures on short sale constraints. Zbl 1320.91144
Jarrow, Robert; Protter, Philip; Pulido, Sergio
3
2015
The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions. Zbl 1290.91166
Pulido, Sergio
9
2014

Citations by Year