Maître de conférences (Associate Professor)
Laboratoire de Mathématiques et Modélisation d'Évry (LaMME)- CNRS UMR 8071
I.B.G.B.I., 23 Bd. de France, 91037 Évry Cedex
Office : 328
☎ +33 (0)1 64 85 34 85
Email: sergio (dot) pulidonino (at) ensiie (dot) fr
Personal website: https://sites.google.com/site/sergiopulidonino/

2018
[1]	Ackerer, D., Filipovic, D. & Pulido, S. The Jacobi Stochastic Volatility Model. Finance and Stochastics, Springer Verlag (Germany), 2018.
2017
[2]	Larsson, M. & Pulido, S. Polynomial preserving diffusions on compact quadric sets. Stochastic Processes and their Applications, 127(3):901-926, Elsevier, 2017.
[3]	Kramkov, D. & Pulido, S. Density of the set of probability measures with the martingale representation property. , 2017., (21 pages).
[4]	Fisher, T., Pulido, S. & Ruf, J. Financial Models with Defaultable Numéraires. , 2017., (Forthcoming in Mathematical Finance).
[5]	Abi Jaber, E., Larsson, M. & Pulido, S. Affine Volterra processes. , 2017., (working paper or preprint).
2016
[6]	Kramkov, D. & Pulido, S. Stability and analytic expansions of local solutions of systems of quadratic BSDEs with applications to a price impact model. SIAM Journal on Financial Mathematics, 7(1):567-587, SIAM, 2016.
[7]	Kramkov, D. & Pulido, S. A system of quadratic BSDEs arising in a price impact model. Annals of Applied Probability, 26(2):794-817, Institute of Mathematical Statistics (IMS), 2016.
[8]	Filipovic, D., Larsson, M. & Pulido, S. Markov cubature rules for polynomial processes. , 2016., (working paper or preprint).