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Sergio Pulido · Study
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Author
Sergio Pulido
3 works
· latest 2021
· 2 institutions
cluster: provisional
ORCID 0000-0001-7629-8585
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Most cited in this library
The Jacobi Stochastic Volatility Model
2018 · 49 citations
A weak solution theory for stochastic Volterra equations of convolution type
2021 · 39 citations
A system of quadratic BSDEs arising in a price impact model
2016 · 33 citations
Works
3 shown
A weak solution theory for stochastic Volterra equations of convolution type
The Annals of Applied Probability
·
2021
·
4 authors
·
Open access
39
citations
The Jacobi Stochastic Volatility Model
HAL
·
2018
·
2 authors
·
Open access
49
citations
A system of quadratic BSDEs arising in a price impact model
The Annals of Applied Probability
·
2016
·
1 author
·
Open access
33
citations