Projects per year
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Dive into the research topics where Christa Cuchiero is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Macroprudential bank regulation: a continuous time approach
Schachermayer, W., Cuchiero, C., Rochet, J. & Kollros-Spinka, A.
1/07/17 → 30/12/21
Project: Research funding
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Joint calibration to SPX and VIX options with signature-based models
Cuchiero, C., Gazzani, G., Möller, J. O. & Papariello-Svaluto-Ferro, S., Jan 2025, In: Journal of Mathematical Finance. 35, 1, p. 161-213 53 p.Publications: Contribution to journal › Article › Peer Reviewed
Open Access -
Holomorphic jump-diffusions
Cuchiero, C., Primavera, F. & Papariello-Svaluto-Ferro, S., 6 Nov 2024, (Submitted).Publications: Working paper › Preprint
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Infinite-dimensional Wishart-processes
Cuchiero, C., Cox, S. & Khedher, A., 2024, In: Electronic Journal of Probability. 29, 43 p.Publications: Contribution to journal › Article › Peer Reviewed
Prizes
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Bruti-Liberati Visiting Fellowship in Sydney
Cuchiero, Christa (Recipient), 2018
Prize: Prize, award or honor
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Fellow at the Center for Advanced Study (CAS) at the Norwegian Academy of Science and letters for the project “Signatures for images”
Cuchiero, Christa (Recipient), 2024
Prize: Prize, award or honor
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Ph.D thesis awarded with the ETH medal
Cuchiero, Christa (Recipient), 2012
Prize: Prize, award or honor
Activities
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Vienna Congress on Mathematical Finance
Christa Cuchiero (Organiser)
Jul 2025 → …Activity: Academic events › Organisation of ...
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Workshop on “Neural dynamical systems for time-series data”,
Christa Cuchiero (Organiser)
Apr 2025Activity: Academic events › Organisation of ...
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Signature methods in finance
Christa Cuchiero (Keynote speaker)
Nov 2024 → …Activity: Talks and presentations › Talk or oral contribution › Science to Science