The following pages link to Christa Cuchiero (Q287655):
Displayed 33 items.
- A general HJM framework for multiple yield curve modelling (Q287657) (← links)
- Affine processes on symmetric cones (Q300276) (← links)
- Fourier transform methods for pathwise covariance estimation in the presence of jumps (Q468730) (← links)
- Affine processes on positive semidefinite matrices (Q535197) (← links)
- Polynomial processes and their applications to mathematical finance (Q693032) (← links)
- A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing (Q889620) (← links)
- Polynomial jump-diffusions on the unit simplex (Q1617132) (← links)
- Polynomial processes in stochastic portfolio theory (Q1999926) (← links)
- Generalized Feller processes and Markovian lifts of stochastic Volterra processes: the affine case (Q2021524) (← links)
- Infinite-dimensional polynomial processes (Q2022767) (← links)
- A weak solution theory for stochastic Volterra equations of convolution type (Q2075334) (← links)
- Markovian lifts of positive semidefinite affine Volterra-type processes (Q2292045) (← links)
- Probability measure-valued polynomial diffusions (Q2631856) (← links)
- Path Properties and Regularity of Affine Processes on General State Spaces (Q2865108) (← links)
- A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets (Q3178725) (← links)
- Deep Neural Networks, Generic Universal Interpolation, and Controlled ODEs (Q5037577) (← links)
- A Fundamental Theorem of Asset Pricing for Continuous Time Large Financial Markets in a Two Filtration Setting (Q5131239) (← links)
- Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio (Q5241562) (← links)
- Affine multiple yield curve models (Q5377184) (← links)
- Signature-Based Models: Theory and Calibration (Q6048449) (← links)
- Propagation of minimality in the supercooled Stefan problem (Q6104005) (← links)
- Model‐free portfolio theory: A rough path approach (Q6146674) (← links)
- Risk measures under model uncertainty: a Bayesian viewpoint (Q6147108) (← links)
- Affine Models (Q6210848) (← links)
- Discrete-time signatures and randomness in reservoir computing (Q6352395) (← links)
- Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem (Q6381996) (← links)
- Measure-valued affine and polynomial diffusions (Q6387098) (← links)
- Implicit and fully discrete approximation of the supercooled Stefan problem in the presence of blow-ups (Q6403523) (← links)
- Universal approximation theorems for continuous functions of c\`adl\`ag paths and L\'evy-type signature models (Q6406900) (← links)
- Joint calibration to SPX and VIX options with signature-based models (Q6424899) (← links)
- Signature SDEs from an affine and polynomial perspective (Q6425277) (← links)
- Infinite-dimensional Wishart-processes (Q6432398) (← links)
- Ramifications of generalized Feller theory (Q6446588) (← links)