Edit Profile Pulido, Sergio Compute Distance To: Compute Author ID: pulido.sergio Published as: Pulido, Sergio Documents Indexed: 10 Publications since 2014 all top 5 Co-Authors 1 single-authored 3 Kramkov, Dmitriĭ Olegovich 3 Larsson, Martin 2 Filipović, Damir 1 Ackerer, Damien 1 Fisher, Travis C. 1 Jaber, Eduardo Abi 1 Jarrow, Robert Alan 1 Protter, Philip Elliott 1 Ruf, Johannes all top 5 Serials 3 The Annals of Applied Probability 2 Stochastic Processes and their Applications 2 Mathematical Finance 1 The Annals of Probability 1 Finance and Stochastics 1 SIAM Journal on Financial Mathematics Fields 9 Probability theory and stochastic processes (60-XX) 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Number theory (11-XX) 1 Integral equations (45-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 8 Publications have been cited 55 times in 45 Documents Cited by ▼ Year ▼ The Jacobi stochastic volatility model. Zbl 1402.91746Ackerer, Damien; Filipović, Damir; Pulido, Sergio 11 2018 A system of quadratic BSDEs arising in a price impact model. Zbl 1339.60071Kramkov, 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 1290.91166Pulido, Sergio 9 2014 Affine Volterra processes. Zbl 1441.60052Jaber, Eduardo Abi; Larsson, Martin; Pulido, Sergio 7 2019 Polynomial diffusions on compact quadric sets. Zbl 1355.60107Larsson, 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 1347.60069Kramkov, Dmitry; Pulido, Sergio 7 2016 The effect of trading futures on short sale constraints. Zbl 1320.91144Jarrow, Robert; Protter, Philip; Pulido, Sergio 3 2015 Density of the set of probability measures with the martingale representation property. Zbl 07114724Kramkov, Dmitry; Pulido, Sergio 1 2019 Affine Volterra processes. Zbl 1441.60052Jaber, Eduardo Abi; Larsson, Martin; Pulido, Sergio 7 2019 Density of the set of probability measures with the martingale representation property. Zbl 07114724Kramkov, Dmitry; Pulido, Sergio 1 2019 The Jacobi stochastic volatility model. Zbl 1402.91746Ackerer, Damien; Filipović, Damir; Pulido, Sergio 11 2018 Polynomial diffusions on compact quadric sets. Zbl 1355.60107Larsson, Martin; Pulido, Sergio 7 2017 A system of quadratic BSDEs arising in a price impact model. Zbl 1339.60071Kramkov, 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 1347.60069Kramkov, Dmitry; Pulido, Sergio 7 2016 The effect of trading futures on short sale constraints. Zbl 1320.91144Jarrow, 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 1290.91166Pulido, Sergio 9 2014 all cited Publications top 5 cited Publications all top 5 Cited by 77 Authors 7 Pulido, Sergio 5 Larsson, Martin 4 Filipović, Damir 3 Kramkov, Dmitriĭ Olegovich 2 Ackerer, Damien 2 Cuchiero, Christa 2 Cui, Zhenyu 2 He, Xinjiang 2 Hu, Ying 2 Jaber, Eduardo Abi 2 Jarrow, Robert Alan 2 Luo, Peng 2 Possamaï, Dylan 2 Protter, Philip Elliott 2 Tang, Shanjian 1 Aksamit, Anna 1 Bayer, Christian 1 Ben Hammouda, Chiheb 1 Bernis, Guillaume 1 Biagini, Francesca 1 Bichuch, Maxim 1 Bielagk, Jana 1 Bielecki, Tomasz R. 1 Blath, Jochen 1 Bouchard, Bruno 1 Buzzoni, Eugenio 1 Casanova, Adrián González 1 Cialenco, Igor 1 Coculescu, Delia 1 Cox, Alexander Matthew Gordon 1 dos Reis, Gonçalo 1 Elie, Romuald 1 Fontana, Claudio 1 Harter, Jonathan 1 Horvath, Blanka 1 Hou, Zhaoxu 1 Illand, Camille 1 Jacquier, Antoine 1 Jeanblanc, Monique 1 Keller-Ressel, Martin 1 Kirkby, Justin Lars 1 Kitapbayev, Yerkin 1 Kleisinger-Yu, Xi 1 Komaric, Vlatka 1 Kupper, Michael 1 Lars Kirkby, J. 1 Leung, Tim 1 Liang, Gechun 1 Lin, Sha 1 Lionnet, Arnaud 1 Majid, Amal 1 Nguyen, Duy Khuong 1 Nguyen, Duy Van 1 Obloj, Jan K. 1 Papapantoleon, Antonis 1 Perkowski, Nicolas 1 Regez, Markus 1 Richou, Adrien 1 Rognlien Dahl, Kristina 1 Ruf, Johannes 1 Rutkowski, Marek 1 Saplaouras, Alexandros 1 Scotti, Simone 1 Sircar, Ronnie 1 Svaluto-Ferro, Sara 1 Tangpi, Ludovic 1 Tankov, Peter 1 Teichmann, Josef 1 Tempone, Raúl F. 1 Viens, Frederi G. 1 Wilke-Berenguer, Maite 1 Willems, Sander 1 Xing, Hao 1 Zhang, Jianfeng 1 Zhang, Yinglin 1 Zhu, Songping 1 Žitković, Gordan all top 5 Cited in 19 Serials 6 Quantitative Finance 5 SIAM Journal on Financial Mathematics 4 The Annals of Applied Probability 4 Stochastic Processes and their Applications 4 Finance and Stochastics 3 The Annals of Probability 3 SIAM Journal on Control and Optimization 3 Electronic Journal of Probability 2 European Journal of Operational Research 1 Journal of Mathematical Biology 1 Insurance Mathematics & Economics 1 Stochastic Analysis and Applications 1 Electronic Communications in Probability 1 Mathematical Finance 1 International Journal of Theoretical and Applied Finance 1 The ANZIAM Journal 1 Decisions in Economics and Finance 1 Stochastic Systems 1 Probability, Uncertainty and Quantitative Risk all top 5 Cited in 11 Fields 35 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 34 Probability theory and stochastic processes (60-XX) 5 Systems theory; control (93-XX) 4 Numerical analysis (65-XX) 2 Partial differential equations (35-XX) 2 Statistics (62-XX) 1 Ordinary differential equations (34-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) Citations by Year