Christa Cuchiero

13 papers Journal 13
YearRankTypeTitle / Venue / Authors
2025 J jnl
Signature Methods in Stochastic Portfolio Theory.
SIAM J. Financial Math.
Christa Cuchiero, Janka Möller
2024 J jnl
Correction to: Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem.
Ann. Oper. Res.
Christa Cuchiero, Christoph Reisinger, Stefan Rigger
2024 J jnl
Implicit and Fully Discrete Approximation of the Supercooled Stefan Problem in the Presence of Blow-Ups.
SIAM J. Numer. Anal.
Christa Cuchiero, Christoph Reisinger, Stefan Rigger
2024 J jnl
Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem.
Ann. Oper. Res.
Christa Cuchiero, Christoph Reisinger, Stefan Rigger
2023 J jnl
Global universal approximation of functional input maps on weighted spaces.
CoRR
Christa Cuchiero, Philipp Schmocker, Josef Teichmann
2023 J jnl
Signature-Based Models: Theory and Calibration.
SIAM J. Financial Math.
Christa Cuchiero, Guido Gazzani, Sara Svaluto-Ferro
2022 J jnl
Discrete-Time Signatures and Randomness in Reservoir Computing.
IEEE Trans. Neural Networks Learn. Syst.
Christa Cuchiero, Lukas Gonon, Lyudmila Grigoryeva, Juan-Pablo Ortega, Josef Teichmann
2022 J jnl
Implicit and fully discrete approximation of the supercooled Stefan problem in the presence of blow-ups.
CoRR
Christa Cuchiero, Christoph Reisinger, Stefan Rigger
2020 J jnl
Deep Neural Networks, Generic Universal Interpolation, and Controlled ODEs.
SIAM J. Math. Data Sci.
Christa Cuchiero, Martin Larsson, Josef Teichmann
2020 J jnl
Discrete-time signatures and randomness in reservoir computing.
CoRR
Christa Cuchiero, Lukas Gonon, Lyudmila Grigoryeva, Juan-Pablo Ortega, Josef Teichmann
2016 J jnl
A general HJM framework for multiple yield curve modelling.
Finance Stochastics
Christa Cuchiero, Claudio Fontana, Alessandro Gnoatto
2015 J jnl
A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing.
Finance Stochastics
Christa Cuchiero, Josef Teichmann
2012 J jnl
Polynomial processes and their applications to mathematical finance.
Finance Stochastics
Christa Cuchiero, Martin Keller-Ressel, Josef Teichmann