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/

2019
[1]	Kramkov, D. & Pulido, S. Density of the set of probability measures with the martingale representation property. Annals of Probability, 47(4):2563-2581, Institute of Mathematical Statistics, 2019.
[2]	Fisher, T., Pulido, S. & Ruf, J. Financial Models with Defaultable Numéraires. Mathematical Finance, 29(1):117-136, Wiley, 2019.
[3]	Abi Jaber, E., Larsson, M. & Pulido, S. Affine Volterra processes. Annals of Applied Probability, 29(5):3155-3200, Institute of Mathematical Statistics (IMS), 2019.
[4]	Jaber, E.A., Cuchiero, C., Larsson, M. & Pulido, S. A weak solution theory for stochastic Volterra equations of convolution type. , 2019., (working paper or preprint).
[5]	Keller-Ressel, M., Larsson, M. & Pulido, S. Affine Rough Models. , 2019., (working paper or preprint).
2018
[6]	Filipovic, D., Ackerer, D. & Pulido, S. The Jacobi Stochastic Volatility Model. Finance and Stochastics, 22(3):667-700, Springer Verlag (Germany), 2018.