Authors: Pulido, Sergio

Citation: Pulido, Sergio, The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions, Annals of applied probability , 24(1), 2014, pp. 54-75

Authors: Kramkov, Dmitry Pulido, Sergio

Citation: Kramkov, Dmitry et Pulido, Sergio, A system of quadratic bsdes arising in a price impact model, Annals of applied probability , 26(2), 2016, pp. 794-817

Authors: Kramkov, Dmitry Pulido, Sergio

Citation: Kramkov, Dmitry et Pulido, Sergio, Density of the set of probability measures with the martingale representation property., Annals of probability (Online) , 47(4), 2019, pp. 2563-2581