Christa Cuchiero

Publication Activity (10 Years)

Years Active: 2012-2024
Publications (10 Years): 10

Top Topics

Approximation Methods

Signature Verification

Reservoir Computing

Linear Interpolation

Top Venues

Finance Stochastics

Ann. Oper. Res.

SIAM J. Numer. Anal.

Publications

Christa Cuchiero, Christoph Reisinger, Stefan Rigger
Implicit and Fully Discrete Approximation of the Supercooled Stefan Problem in the Presence of Blow-Ups. SIAM J. Numer. Anal. 62 (3) (2024)
Christa Cuchiero, Christoph Reisinger, Stefan Rigger
Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem. Ann. Oper. Res. 336 (1-2) (2024)
Christa Cuchiero, Christoph Reisinger, Stefan Rigger
Correction to: Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem. Ann. Oper. Res. 332 (1) (2024)
Christa Cuchiero, Guido Gazzani, Sara Svaluto-Ferro
Signature-Based Models: Theory and Calibration. SIAM J. Financial Math. 14 (3) (2023)
Christa Cuchiero, Philipp Schmocker, Josef Teichmann
Global universal approximation of functional input maps on weighted spaces. CoRR (2023)
Christa Cuchiero, Christoph Reisinger, Stefan Rigger
Implicit and fully discrete approximation of the supercooled Stefan problem in the presence of blow-ups. CoRR (2022)
Christa Cuchiero, Lukas Gonon, Lyudmila Grigoryeva, Juan-Pablo Ortega, Josef Teichmann
Discrete-Time Signatures and Randomness in Reservoir Computing. IEEE Trans. Neural Networks Learn. Syst. 33 (11) (2022)
Christa Cuchiero, Lukas Gonon, Lyudmila Grigoryeva, Juan-Pablo Ortega, Josef Teichmann
Discrete-time signatures and randomness in reservoir computing. CoRR (2020)
Christa Cuchiero, Martin Larsson, Josef Teichmann
Deep Neural Networks, Generic Universal Interpolation, and Controlled ODEs. SIAM J. Math. Data Sci. 2 (3) (2020)
Christa Cuchiero, Claudio Fontana, Alessandro Gnoatto
A general HJM framework for multiple yield curve modelling. Finance Stochastics 20 (2) (2016)
Christa Cuchiero, Josef Teichmann
A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing. Finance Stochastics 19 (4) (2015)
Christa Cuchiero, Martin Keller-Ressel, Josef Teichmann
Polynomial processes and their applications to mathematical finance. Finance Stochastics 16 (4) (2012)