Sergio Pulido

Identifiers

• name variant Sergio Pulido 0.60 · backfill

Papers (10)

1. Optimal Execution under Liquidity Uncertainty q-fin.MF · 2025 · author #4
2. Affine Rough Models q-fin.MF · 2018 · author #3
3. Density of the set of probability measures with the martingale representation property math.PR · 2017 · author #2
4. Markov cubature rules for polynomial processes math.PR · 2017 · author #3
5. The Jacobi Stochastic Volatility Model q-fin.MF · 2016 · author #3
6. Financial Models with Defaultable Num\'eraires q-fin.PR · 2015 · author #2
7. Polynomial diffusions on compact quadric sets math.PR · 2015 · author #2
8. Stability and analytic expansions of local solutions of systems of quadratic BSDEs with applications to a price impact model q-fin.MF · 2014 · author #2
9. A system of quadratic BSDEs arising in a price impact model q-fin.MF · 2014 · author #2
10. The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions q-fin.PR · 2010 · author #1

Mentions

• 1012.3102 #1 · backfill · confidence 0.70 Sergio Pulido

Frequent Coauthors

• Dmitry Kramkov 3 shared papers
• Martin Larsson 3 shared papers
• Damir Filipovi\'c 2 shared papers
• Damien Ackerer 1 shared papers
• Etienne Chevalier 1 shared papers
• Johannes Ruf 1 shared papers
• Martin Keller-Ressel 1 shared papers
• Travis Fisher 1 shared papers
• Vathana Ly Vath 1 shared papers
• Yadh Hafsi 1 shared papers