Cuchiero, Christa
Cuchiero, Christa
DIPARTIMENTO DI SCIENZE ECONOMICHE
Infinite dimensional polynomial processes
2021-01-01 Cuchiero, Christa; SVALUTO FERRO, Sara
Joint calibration to SPX and VIX options with signature-based models
2023-01-01 Cuchiero, Christa; Gazzani, Guido; Möller, Janka; Svaluto-Ferro, Sara
Measure-valued affine and polynomial diffusions
2021-01-01 Cuchiero, Christa; DI PERSIO, Luca; Guida, Francesco; SVALUTO FERRO, Sara
Measure-valued processes for energy markets
2022-01-01 Cuchiero, Christa; DI PERSIO, Luca; Guida, Francesco; SVALUTO FERRO, Sara
Polynomial jump-diffusions on the unit simplex
2018-01-01 Cuchiero, Christa; Larsson, Martin; SVALUTO FERRO, Sara
Polynomial Volterra processes
2024-01-01 Abi Jaber, Eduardo; Cuchiero, Christa; Pelizzari, Luca; Pulido, Sergio; Svaluto-Ferro, Sara
Probability measure-valued polynomial diffusions
2019-01-01 Cuchiero, Christa; Larsson, Martin; SVALUTO FERRO, Sara
Propagation of minimality in the supercooled Stefan problem
2023-01-01 Cuchiero, Christa; Rigger, Stefan; Svaluto-Ferro, Sara
Signature SDEs from an affine and polynomial perspective
2023-01-01 Cuchiero, Christa; Svaluto-Ferro, Sara; Teichmann, Josef
Signature-based models: theory and calibration
2023-01-01 Cuchiero, Christa; Gazzani, Guido; Svaluto-Ferro, Sara
Universal approximation theorems for continuous functions of càdlàg paths and Lévy-type signature models
In corso di stampa Cuchiero, Christa; Primavera, Francesca; Svaluto-Ferro, Sara
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Infinite dimensional polynomial processes | 1-gen-2021 | Cuchiero, Christa; SVALUTO FERRO, Sara | |
| Joint calibration to SPX and VIX options with signature-based models | 1-gen-2023 | Cuchiero, Christa; Gazzani, Guido; Möller, Janka; Svaluto-Ferro, Sara | |
| Measure-valued affine and polynomial diffusions | 1-gen-2021 | Cuchiero, Christa; DI PERSIO, Luca; Guida, Francesco; SVALUTO FERRO, Sara | |
| Measure-valued processes for energy markets | 1-gen-2022 | Cuchiero, Christa; DI PERSIO, Luca; Guida, Francesco; SVALUTO FERRO, Sara | |
| Polynomial jump-diffusions on the unit simplex | 1-gen-2018 | Cuchiero, Christa; Larsson, Martin; SVALUTO FERRO, Sara | |
| Polynomial Volterra processes | 1-gen-2024 | Abi Jaber, Eduardo; Cuchiero, Christa; Pelizzari, Luca; Pulido, Sergio; Svaluto-Ferro, Sara | |
| Probability measure-valued polynomial diffusions | 1-gen-2019 | Cuchiero, Christa; Larsson, Martin; SVALUTO FERRO, Sara | |
| Propagation of minimality in the supercooled Stefan problem | 1-gen-2023 | Cuchiero, Christa; Rigger, Stefan; Svaluto-Ferro, Sara | |
| Signature SDEs from an affine and polynomial perspective | 1-gen-2023 | Cuchiero, Christa; Svaluto-Ferro, Sara; Teichmann, Josef | |
| Signature-based models: theory and calibration | 1-gen-2023 | Cuchiero, Christa; Gazzani, Guido; Svaluto-Ferro, Sara | |
| Universal approximation theorems for continuous functions of càdlàg paths and Lévy-type signature models | In corso di stampa | Cuchiero, Christa; Primavera, Francesca; Svaluto-Ferro, Sara |