Christa Cuchiero

According to our database, Christa Cuchiero authored at least 9 papers between 2012 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Correction to: Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem.

Christa Cuchiero, Christoph Reisinger, Stefan Rigger

Ann. Oper. Res., January, 2024

2023

Signature-Based Models: Theory and Calibration.

Christa Cuchiero, Guido Gazzani, Sara Svaluto-Ferro

SIAM J. Financial Math., September, 2023

Global universal approximation of functional input maps on weighted spaces.

Christa Cuchiero, Philipp Schmocker, Josef Teichmann

CoRR, 2023

2022

Discrete-Time Signatures and Randomness in Reservoir Computing.

Christa Cuchiero, Lukas Gonon, Lyudmila Grigoryeva, Juan-Pablo Ortega, Josef Teichmann

IEEE Trans. Neural Networks Learn. Syst., 2022

Implicit and fully discrete approximation of the supercooled Stefan problem in the presence of blow-ups.

Christa Cuchiero, Christoph Reisinger, Stefan Rigger

CoRR, 2022

2020

Deep Neural Networks, Generic Universal Interpolation, and Controlled ODEs.

Christa Cuchiero, Martin Larsson, Josef Teichmann

SIAM J. Math. Data Sci., 2020

2016

A general HJM framework for multiple yield curve modelling.

Christa Cuchiero, Claudio Fontana, Alessandro Gnoatto

Finance Stochastics, 2016

2015

A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing.

Christa Cuchiero, Josef Teichmann

Finance Stochastics, 2015

2012

Polynomial processes and their applications to mathematical finance.

Christa Cuchiero, Martin Keller-Ressel, Josef Teichmann

Finance Stochastics, 2012