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Christa Cuchiero
Christa Cuchiero
Verified email at UNIVIE.AC.AT
Title
Cited by
Cited by
Year
Affine processes on positive semidefinite matrices
C Cuchiero, D Filipović, E Mayerhofer, J Teichmann
2012011
Polynomial processes and their applications to mathematical finance
C Cuchiero, M Keller-Ressel, J Teichmann
Finance and Stochastics 16, 711-740, 2012
1612012
A generative adversarial network approach to calibration of local stochastic volatility models
C Cuchiero, W Khosrawi, J Teichmann
Risks 8 (4), 101, 2020
772020
Generalized Feller processes and Markovian lifts of stochastic Volterra processes: the affine case
C Cuchiero, J Teichmann
Journal of evolution equations 20 (4), 1301-1348, 2020
762020
A general HJM framework for multiple yield curve modelling
C Cuchiero, C Fontana, A Gnoatto
Finance and Stochastics 20, 267-320, 2016
742016
Deep neural networks, generic universal interpolation, and controlled ODEs
C Cuchiero, M Larsson, J Teichmann
SIAM Journal on Mathematics of Data Science 2 (3), 901-919, 2020
622020
Affine and polynomial processes
C Cuchiero
ETH Zurich, 2011
522011
A new perspective on the fundamental theorem of asset pricing for large financial markets
C Cuchiero, I Klein, J Teichmann
Theory of Probability & Its Applications 60 (4), 561-579, 2016
49*2016
Affine multiple yield curve models
C Cuchiero, C Fontana, A Gnoatto
Mathematical Finance 29 (2), 568-611, 2019
442019
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
402021
Discrete-time signatures and randomness in reservoir computing
C Cuchiero, L Gonon, L Grigoryeva, JP Ortega, J Teichmann
IEEE Transactions on Neural Networks and Learning Systems 33 (11), 6321-6330, 2021
392021
Polynomial processes in stochastic portfolio theory
C Cuchiero
Stochastic processes and their applications 129 (5), 1829-1872, 2019
392019
Fourier transform methods for pathwise covariance estimation in the presence of jumps
C Cuchiero, J Teichmann
Stochastic processes and their applications 125 (1), 116-160, 2015
392015
Affine processes on symmetric cones
C Cuchiero, M Keller-Ressel, E Mayerhofer, J Teichmann
Journal of theoretical probability 29, 359-422, 2016
382016
Path properties and regularity of affine processes on general state spaces
C Cuchiero, J Teichmann
SÚminaire de probabilitÚs XLV, 201-244, 2013
352013
Markovian lifts of positive semidefinite affine Volterra-type processes
C Cuchiero, J Teichmann
Decisions in Economics and Finance 42, 407-448, 2019
342019
Cover's universal portfolio, stochastic portfolio theory, and the numÚraire portfolio
C Cuchiero, W Schachermayer, TKL Wong
Mathematical Finance 29 (3), 773-803, 2019
312019
Probability measure-valued polynomial diffusions
C Cuchiero, M Larsson, S Svaluto-Ferro
262019
Signature-based models: Theory and calibration
C Cuchiero, G Gazzani, S Svaluto-Ferro
SIAM journal on financial mathematics 14 (3), 910-957, 2023
242023
Polynomial jump-diffusions on the unit simplex
C Cuchiero, M Larsson, S Svaluto-Ferro
The Annals of Applied Probability 28 (4), 2451-2500, 2018
202018
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