Christa Cuchiero

Universität Wien - Vienna / Austria

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AD Scientific Index ID: 1383811

University of Vienna

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Christa Cuchiero's MOST POPULAR ARTICLES

1-) Affine processes on positive semidefinite matricesC Cuchiero, D Filipović, E Mayerhofer, J TeichmannThe Annals of Applied Probability 21 (2), 397-463, 20111862011

2-) Polynomial processes and their applications to mathematical financeC Cuchiero, M Keller-Ressel, J TeichmannFinance and Stochastics 16 (4), 711-740, 20121442012

3-) A generative adversarial network approach to calibration of local stochastic volatility modelsC Cuchiero, W Khosrawi, J TeichmannRisks 8 (4), 101, 2020772020

4-) Generalized Feller processes and Markovian lifts of stochastic Volterra processes: the affine caseC Cuchiero, J TeichmannJournal of evolution equations 20 (4), 1301-1348, 2020882020

5-) A general HJM framework for multiple yield curve modellingC Cuchiero, C Fontana, A GnoattoFinance and Stochastics 20, 267-320, 2016782016

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