Projects per year
Personal profile
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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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Universelle Strukturen in Finanzmathematik
Cuchiero, C. (Project Lead)
1/09/20 → 31/08/28
Project: Research funding
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Dynamic Uncertainty Modeling in Finance
Cuchiero, C. (Project Lead) & Klein, I. (Co-Lead)
1/10/19 → 31/12/22
Project: Research funding
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Macroprudential bank regulation: a continuous time approach
Schachermayer, W. (Project Lead), Cuchiero, C. (Co-Lead), Rochet, J.-C. (Co-Lead) & Kollros-Spinka, A. (Admin)
1/07/17 → 30/12/21
Project: Research funding
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Functional Itô-formula and Taylor expansions for non-anticipative maps of càdlàg rough paths
Cuchiero, C., Primavera, F. & Guo, S.-X., 8 Apr 2025, (Submitted).Publications: Working paper
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Joint calibration to SPX and VIX options with signature-based models
Cuchiero, C., Gazzani, G. (Corresponding author), 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 -
Polynomial McKean-Vlasov SDEs
Cuchiero, C. & Möller, J. O., 26 Feb 2025, (Submitted).Publications: Working paper
Prizes
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Bruti-Liberati Visiting Fellowship in Sydney
Cuchiero, C. (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, C. (Recipient), 2024
Prize: Prize, award or honor
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Activities
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Vienna Congress on Mathematical Finance
Cuchiero, C. (Organiser)
Jul 2025 → …Activity: Academic events › Organisation of ...
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Workshop on “Neural dynamical systems for time-series data”,
Cuchiero, C. (Organiser)
Apr 2025Activity: Academic events › Organisation of ...
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Oberwolfach Workshop: Directions in Rough Analysis
Cuchiero, C. (Organiser)
Nov 2024Activity: Academic events › Organisation of ...