| Affine Volterra processes E Abi Jaber, M Larsson, S Pulido The Annals of Applied Probability 29 (5), 3155-3200, 2019 | 194 | 2019 |
| The Jacobi stochastic volatility model D Ackerer, D Filipović, S Pulido Finance and Stochastics 22, 667-700, 2018 | 80 | 2018 |
| A system of quadratic BSDEs arising in a price impact model D Kramkov, S Pulido The Annals of Applied Probability 26 (2), 794-817, 2016 | 44 | 2016 |
| A weak solution theory for stochastic Volterra equations of convolution type E Abi Jaber, C Cuchiero, M Larsson, S Pulido The Annals of Applied Probability 31 (6), 2924-2952, 2021 | 40 | 2021 |
| The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions S Pulido The Annals of Applied Probability 24 (1), 54-75, 2014 | 23 | 2014 |
| Chapter 5: Rough affine models M Larsson, M Keller-Ressel, S Pulido Rough Volatility, 103-113, 2023 | 22* | 2023 |
| Polynomial diffusions on compact quadric sets M Larsson, S Pulido Stochastic Processes and their Applications 127 (3), 901-926, 2017 | 22* | 2017 |
| Stability and analytic expansions of local solutions of systems of quadratic BSDEs with applications to a price impact model D Kramkov, S Pulido SIAM Journal on Financial Mathematics 7 (1), 567-587, 2016 | 22 | 2016 |
| The rough Hawkes Heston stochastic volatility model A Bondi, S Pulido, S Scotti Mathematical Finance, 2022 | 14 | 2022 |
| American options in the Volterra Heston model E Chevalier, S Pulido, E Zúñiga SIAM Journal on Financial Mathematics 13 (2), 426-458, 2022 | 13 | 2022 |
| The effect of trading futures on short sale constraints R Jarrow, P Protter, S Pulido Mathematical Finance 25 (2), 311-338, 2015 | 12 | 2015 |
| Affine Volterra processes with jumps A Bondi, G Livieri, S Pulido Stochastic Processes and their Applications 168, 104264, 2024 | 8 | 2024 |
| Markov cubature rules for polynomial processes D Filipović, M Larsson, S Pulido Stochastic Processes and their Applications 130 (4), 1947-1971, 2020 | 8 | 2020 |
| Financial Models with Defaultable Numéraires T Fisher, S Pulido, J Ruf Mathematical Finance 29 (1), 117-136, 2019 | 6 | 2019 |
| Density of the set of probability measures with the martingale representation property D Kramkov, S Pulido Annals of Probability 47 (4), 2563-2581, 2019 | 3 | 2019 |
| Understanding the least well-kept secret of high-frequency trading S Pulido, M Rosenbaum, E Sfendourakis arXiv preprint arXiv:2307.15599, 2023 | 2 | 2023 |
| Crediting football players for creating dangerous actions in an unbiased way: the generation of threat (GoT) indices A Baouan, S Coustou, M Lacome, S Pulido, M Rosenbaum arXiv preprint arXiv:2304.05242, 2023 | 1 | 2023 |
| Polynomial Volterra processes EA Jaber, C Cuchiero, L Pelizzari, S Pulido, S Svaluto-Ferro arXiv preprint arXiv:2403.14251, 2024 | | 2024 |
| Polynomial Volterra processes E Abi Jaber, C Cuchiero, L Pelizzari, S Pulido, S Svaluto-Ferro arXiv e-prints, arXiv: 2403.14251, 2024 | | 2024 |
| Existence of optimal controls for stochastic Volterra equations A Cárdenas, S Pulido, R Serrano arXiv preprint arXiv:2207.05169, 2022 | | 2022 |
Eduardo Abi-JaberEcole PolytechniqueEmail verificata su polytechnique.edu
