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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:

Fisher, T., Pulido, S. & Ruf, J. Financial Models with Defaultable Numéraires. Mathematical Finance, 29(1):117-136, Wiley, 2019. implementation
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. implementation
Abi Jaber, E., Larsson, M. & Pulido, S. Affine Volterra processes. Annals of Applied Probability, 29(5):3155-3200, Institute of Mathematical Statistics (IMS), 2019. implementation
Keller-Ressel, M., Larsson, M. & Pulido, S. Affine Rough Models. , 2019., (working paper or preprint). implementation
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). implementation
Filipovic, D., Ackerer, D. & Pulido, S. The Jacobi Stochastic Volatility Model. Finance and Stochastics, 22(3):667-700, Springer Verlag (Germany), 2018. implementation
Larsson, M. & Pulido, S. Polynomial preserving diffusions on compact quadric sets. Stochastic Processes and their Applications, 127(3):901-926, Elsevier, 2017. implementation
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. implementation
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, Society for Industrial and Applied Mathematics , 2016. implementation
Jarrow, R., Protter, P. & Pulido, S. The effect of trading futures on short sale constraints. Mathematical Finance, 25(2):311-338, Wiley, 2015. implementation
Pulido, S. The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions. Annals of Applied Probability, 24(1):54-75, Institute of Mathematical Statistics (IMS), 2014. implementation
members/spulidonino/welcome.txt · Last modified: 2016/10/29 20:47 by Sergio PULIDO NINO

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