Concepedia

Christa Cuchiero

CC

17

Publications

586

Citations

13

H-Index

2009

Active since

Affiliations

University of Vienna(Current)

University of Verona

Université Paris Cité

Carnegie Mellon University

Christa Cuchiero is an author at University of Vienna specializing in engineering, business, and asset pricing.

Top concepts

EngineeringBusinessFinanceAsset PricingComputer ScienceStochastic ProcessesStatistical InferenceMultivariate Stochastic VolatilityStatisticsProbability

Publications per year

2009–2024

17

Publications

17

Polynomial processes and their applications to mathematical finance

Christa Cuchiero, Martin Keller‐Ressel, Josef Teichmann · Finance and Stochastics · 2012 · 129 citations · Full text

Computational Finance, Engineering, Orthogonal Polynomial +4

A general HJM framework for multiple yield curve modelling

Christa Cuchiero, Claudio Fontana, Alessandro Gnoatto · Finance and Stochastics · 2016 · 63 citations · Full text

Term Structure Model, Engineering, Numerical Simulation +7

A Generative Adversarial Network Approach to Calibration of Local Stochastic Volatility Models

Christa Cuchiero, Wahid Khosrawi, Josef Teichmann · Risks · 2020 · 57 citations · Full text

Artificial Intelligence, Engineering, Machine Learning +16

A weak solution theory for stochastic Volterra equations of convolution type

Eduardo Abi Jaber, Christa Cuchiero, Martin Larsson et al. · The Annals of Applied Probability · 2021 · 39 citations · Full text

Weak Solution Theory, Stochastic Volterra Equations, Engineering +14

A General HJM Framework for Multiple Yield Curve Modeling

Christa Cuchiero, Claudio Fontana, Alessandro Gnoatto · SSRN Electronic Journal · 2014 · 37 citations · Full text

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