Sergio Pulido

Publications

258

Citations

H-Index

2012

Active since

Affiliations

École Nationale Supérieure d’Informatique pour l’Industrie et l’Entreprise(Current)

Laboratoire de Mathématiques Blaise Pascal

Laboratoire de Mathématiques et Modélisation d'Évry

Centre National de la Recherche Scientifique

École Polytechnique

Sergio Pulido is an author at École Nationale Supérieure d’Informatique pour l’Industrie et l’Entreprise specializing in stochastic calculus, business, and engineering.

ORCID

Top concepts

BusinessEngineeringStochastic CalculusFinanceProbabilityAsset PricingStochastic AnalysisStochastic ProcessesStochastic VolatilityMultivariate Stochastic Volatility

Publications per year

2012–2024

Publications

Affine Volterra processes

Eduardo Abi Jaber, Martin Larsson, Sergio Pulido · Project Euclid (Cornell University) · 2017 · 148 citations · Full text

A weak solution theory for stochastic Volterra equations of convolution type

Eduardo Abi Jaber, Christa Cuchiero, Martin Larsson et al. · The Annals of Applied Probability · 2021 · 39 citations · Full text

Weak Solution Theory, Stochastic Volterra Equations, Engineering +14

The rough Hawkes Heston stochastic volatility model

Alessandro Bondi, Sergio Pulido, Simone Scotti · Mathematical Finance · 2024 · 17 citations · Full text

Volatility Modeling, Multivariate Stochastic Volatility, Option Pricing +12

Affine Volterra processes

Eduardo Abi Jaber, Martin Larsson, Sergio Pulido · The Annals of Applied Probability · 2019 · 16 citations · Full text

Engineering, Stochastic Analysis, Stochastic Phenomenon +20

Affine Volterra processes with jumps

Alessandro Bondi, Giulia Livieri, Sergio Pulido · Stochastic Processes and their Applications · 2023 · 15 citations · Full text

Levy Process, Stochastic Dynamical System, Affine Volterra

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