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Cuchiero, Christa
88  Ergebnisse:
Personensuche X
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1

Rough paths and rough volatility:

Breneis, Simon , 2024
Link: https://nbn-resolving.de..
 
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2

Implicit and Fully Discrete Approximation of the Supercoole..:

Cuchiero, Christa ; Reisinger, Christoph ; Rigger, Stefan
SIAM Journal on Numerical Analysis.  62 (2024)  3 - p. 1145-1170 , 2024
Link: https://doi.org/10.1137/..
 
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3

Joint calibration to SPX and VIX options with signature‐bas..:

Cuchiero, Christa ; Gazzani, Guido ; Möller, Janka.
Mathematical Finance.  , 2024
Link: https://doi.org/10.1111/..
 
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4

Special issue on machine learning in finance:

Cuchiero, Christa ; Hu, Ruimeng ; Svaluto‐Ferro, Sara.
Mathematical Finance.  34 (2024)  2 - p. 259-261 , 2024
Link: https://doi.org/10.1111/..
 
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5

Measure-valued affine and polynomial diffusions:

Cuchiero, Christa ; Di Persio, Luca ; Guida, Francesco.
Stochastic Processes and their Applications.  175 (2024)  - p. 104392 , 2024
Link: https://doi.org/10.1016/..
 
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6

Optimal bailout strategies resulting from the drift control..:

Cuchiero, Christa ; Reisinger, Christoph ; Rigger, Stefan
Annals of Operations Research.  336 (2023)  1-2 - p. 1315-1349 , 2023
Link: https://doi.org/10.1007/..
 
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7

Model‐free portfolio theory: A rough path approach:

Allan, Andrew L. ; Cuchiero, Christa ; Liu, Chong.
Mathematical Finance.  33 (2023)  3 - p. 709-765 , 2023
Link: https://doi.org/10.1111/..
 
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8

Correction to: Optimal bailout strategies resulting from th..:

Cuchiero, Christa ; Reisinger, Christoph ; Rigger, Stefan
Annals of Operations Research.  332 (2023)  1-3 - p. 1175-1175 , 2023
Link: https://doi.org/10.1007/..
 
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9

Signature-Based Models: Theory and Calibration:

Cuchiero, Christa ; Gazzani, Guido ; Svaluto-Ferro, Sara
SIAM Journal on Financial Mathematics.  14 (2023)  3 - p. 910-957 , 2023
Link: https://doi.org/10.1137/..
 
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10

Discrete-Time Signatures and Randomness in Reservoir Comput..:

Cuchiero, Christa ; Gonon, Lukas ; Grigoryeva, Lyudmila..
IEEE Transactions on Neural Networks and Learning Systems.  33 (2022)  11 - p. 6321-6330 , 2022
Link: https://doi.org/10.1109/..
 
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11

Infinite-dimensional polynomial processes:

Cuchiero, Christa ; Svaluto-Ferro, Sara
Finance and Stochastics.  25 (2021)  2 - p. 383-426 , 2021
Link: https://doi.org/10.1007/..
 
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12

Generalized Feller processes and Markovian lifts of stochas..:

Cuchiero, Christa ; Teichmann, Josef
Journal of Evolution Equations.  20 (2020)  4 - p. 1301-1348 , 2020
Link: https://doi.org/10.1007/..
 
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13

Deep Neural Networks, Generic Universal Interpolation, and ..:

Cuchiero, Christa ; Larsson, Martin ; Teichmann, Josef
SIAM Journal on Mathematics of Data Science.  2 (2020)  3 - p. 901-919 , 2020
Link: https://doi.org/10.1137/..
 
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14

A Generative Adversarial Network Approach to Calibration of..:

Cuchiero, Christa ; Khosrawi, Wahid ; Teichmann, Josef
Risks.  8 (2020)  4 - p. 101 , 2020
Link: https://doi.org/10.3390/..
 
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15

Markovian lifts of positive semidefinite affine Volterra-ty..:

Cuchiero, Christa ; Teichmann, Josef
Decisions in Economics and Finance.  42 (2019)  2 - p. 407-448 , 2019
Link: https://doi.org/10.1007/..
 
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