Special issue on machine learning in finance
Cuchiero, Christa, Hu, Ruimeng, Svaluto‐Ferro, Sara, Xu, Renyuan
Published in Mathematical finance (01.04.2024)
Published in Mathematical finance (01.04.2024)
Get full text
Journal Article
Joint calibration to SPX and VIX options with signature‐based models
Cuchiero, Christa, Gazzani, Guido, Möller, Janka, Svaluto‐Ferro, Sara
Published in Mathematical finance (31.07.2024)
Published in Mathematical finance (31.07.2024)
Get full text
Journal Article
Measure-valued affine and polynomial diffusions
Cuchiero, Christa, Di Persio, Luca, Guida, Francesco, Svaluto-Ferro, Sara
Published in Stochastic processes and their applications (01.09.2024)
Published in Stochastic processes and their applications (01.09.2024)
Get full text
Journal Article
Probability measure-valued polynomial diffusions
Cuchiero, Christa, Larsson, Martin, Svaluto-Ferro, Sara
Published in Electronic journal of probability (01.01.2019)
Published in Electronic journal of probability (01.01.2019)
Get full text
Journal Article
Joint calibration to SPX and VIX options with signature-based models
Cuchiero, Christa, Gazzani, Guido, Möller, Janka, Svaluto-Ferro, Sara
Year of Publication 30.01.2023
Year of Publication 30.01.2023
Get full text
Journal Article
Measure-valued processes for energy markets
Cuchiero, Christa, Di Persio, Luca, Guida, Francesco, Svaluto-Ferro, Sara
Year of Publication 17.10.2022
Year of Publication 17.10.2022
Get full text
Journal Article
Polynomial Volterra processes
Jaber, Eduardo Abi, Cuchiero, Christa, Pelizzari, Luca, Pulido, Sergio, Svaluto-Ferro, Sara
Year of Publication 21.03.2024
Year of Publication 21.03.2024
Get full text
Journal Article
Measure-valued affine and polynomial diffusions
Cuchiero, Christa, Guida, Francesco, di Persio, Luca, Svaluto-Ferro, Sara
Year of Publication 30.12.2021
Year of Publication 30.12.2021
Get full text
Journal Article
Joint calibration to SPX and VIX options with signature-based models
Cuchiero, Christa, Gazzani, Guido, Möller, Janka, Svaluto-Ferro, Sara
Published in arXiv.org (23.07.2024)
Get full text
Published in arXiv.org (23.07.2024)
Paper