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Bondi, Alessandro, Livieri, Giulia ORCID: 0000-0002-3777-7329 and Pulido, Sergio
(2024)
Affine Volterra processes with jumps.
Stochastic Processes and Their Applications, 168.
ISSN 0304-4149
Fisher, Travis, Pulido, Sergio and Ruf, Johannes ORCID: 0000-0003-3616-2194
(2019)
Financial models with defaultable numéraires.
Mathematical Finance, 29 (1).
117 - 136.
ISSN 0960-1627