Sergio Pulido

Finance · 2017–2019

A researcher in the Science corpus: 2 papers; trusts 15 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Finance — 27 citations into it; #5,518 of 10,518 by trust here, #7,251 by citations
• Applied Mathematics — 14 citations into it
• Control and Systems Engineering — 6 citations into it
• Mathematical Physics — 6 citations into it
• Modeling and Simulation — 6 citations into it
• Economics and Econometrics — 5 citations into it
• Molecular Biology — 5 citations into it

Whom Sergio Pulido trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. M. Abend
2. Thibault Jaisson
3. Jim Gatheral
4. Mathieu Rosenbaum
5. Esko Valkeila
6. J. Scargle
7. Christa Cuchiero

Who trusts Sergio Pulido overall

1. Eduardo Abi Jaber
2. Christa Cuchiero

Papers from Sergio Pulido's perspective

Ordered by how strongly the researchers Sergio Pulido trusts endorse each paper. Same corpus, a different order for every researcher.

1. Volatility is rough
2. Pricing under rough volatility
3. The characteristic function of rough Heston models
4. Limit theorems for nearly unstable Hawkes processes
5. An Introduction To The Theory Of Point Processes
6. Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes
7. Generalized Feller processes and Markovian lifts of stochastic Volterra processes: the affine case
8. Affine Volterra processes (The Annals of Applied Probability)
9. Markovian structure of the Volterra Heston model (Statistics and Probability Letters)
10. Lévy driven moving averages and semimartingales

Their papers

• A weak solution theory for stochastic Volterra equations of convolution type (2019) — 54 citations
• Affine Volterra processes (2017) — 184 citations