Sergio Pulido

Available identifiers

Publication	Date of Publication	Type
Affine Volterra processes with jumps	2024-01-12	Paper
The rough Hawkes Heston stochastic volatility model	2022-10-22	Paper
American Options in the Volterra Heston Model	2022-05-31	Paper
A weak solution theory for stochastic Volterra equations of convolution type	2022-02-14	Paper
Markov cubature rules for polynomial processes	2020-04-07	Paper
Affine Volterra processes	2020-01-22	Paper
Density of the set of probability measures with the martingale representation property	2019-10-08	Paper
Financial models with defaultable numéraires	2019-05-08	Paper
Affine Rough Models	2018-12-20	Paper
The Jacobi stochastic volatility model	2018-07-16	Paper
Polynomial diffusions on compact quadric sets	2017-02-14	Paper
Stability and Analytic Expansions of Local Solutions of Systems of Quadratic BSDEs with Applications to a Price Impact Model	2016-09-28	Paper
A system of quadratic BSDEs arising in a price impact model	2016-06-09	Paper
THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS	2015-04-24	Paper
The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions	2014-04-04	Paper

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