Sergio Pulido

According to our database, Sergio Pulido authored at least 3 papers between 2016 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2022

American Options in the Volterra Heston Model.

Etienne Chevalier, Sergio Pulido, Elizabeth Zúniga

SIAM J. Financial Math., 2022

2018

The Jacobi stochastic volatility model.

Damien Ackerer, Damir Filipovic, Sergio Pulido

Finance Stochastics, 2018

2016

Stability and Analytic Expansions of Local Solutions of Systems of Quadratic BSDEs with Applications to a Price Impact Model.

Dmitry Kramkov, Sergio Pulido

SIAM J. Financial Math., 2016