Christa Cuchiero

Available identifiers

zbMath Open cuchiero.christaMaRDI QIDQ287655

List of research outcomes

Publication	Date of Publication	Type
Model‐free portfolio theory: A rough path approach	2024-01-31	Paper
Risk measures under model uncertainty: a Bayesian viewpoint	2024-01-15	Paper
Signature-Based Models: Theory and Calibration	2023-09-14	Paper
Propagation of minimality in the supercooled Stefan problem	2023-06-05	Paper
Infinite-dimensional Wishart-processes	2023-04-07	Paper
Signature SDEs from an affine and polynomial perspective	2023-02-02	Paper
Joint calibration to SPX and VIX options with signature-based models	2023-01-30	Paper
Universal approximation theorems for continuous functions of c\`adl\`ag paths and L\'evy-type signature models	2022-08-03	Paper
Implicit and fully discrete approximation of the supercooled Stefan problem in the presence of blow-ups	2022-06-29	Paper
Deep Neural Networks, Generic Universal Interpolation, and Controlled ODEs	2022-03-01	Paper
A weak solution theory for stochastic Volterra equations of convolution type	2022-02-14	Paper
Measure-valued affine and polynomial diffusions	2021-12-30	Paper
Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem	2021-11-02	Paper
Infinite-dimensional polynomial processes	2021-04-29	Paper
Generalized Feller processes and Markovian lifts of stochastic Volterra processes: the affine case	2021-04-27	Paper
A Fundamental Theorem of Asset Pricing for Continuous Time Large Financial Markets in a Two Filtration Setting	2020-11-05	Paper
Discrete-time signatures and randomness in reservoir computing	2020-09-17	Paper
Markovian lifts of positive semidefinite affine Volterra-type processes	2020-01-31	Paper
Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio	2019-10-31	Paper
Polynomial processes in stochastic portfolio theory	2019-06-27	Paper
Affine multiple yield curve models	2019-05-23	Paper
Probability measure-valued polynomial diffusions	2019-05-16	Paper
Polynomial jump-diffusions on the unit simplex	2018-11-07	Paper
A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets	2016-12-07	Paper
Affine processes on symmetric cones	2016-06-27	Paper
A general HJM framework for multiple yield curve modelling	2016-05-23	Paper
A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing	2015-11-09	Paper
Fourier transform methods for pathwise covariance estimation in the presence of jumps	2014-11-07	Paper
Path Properties and Regularity of Affine Processes on General State Spaces	2013-11-28	Paper
Polynomial processes and their applications to mathematical finance	2012-12-07	Paper
Affine processes on positive semidefinite matrices	2011-05-11	Paper
Affine Models	2008-09-11	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Christa Cuchiero