Cuchiero, Christa

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Prefix title Titel (vorangestellt)
Univ.Lektorin Dipl.-Ing. Dr.in sc.
 
Full name Familienname, Vorname
Cuchiero, Christa
 
Main Affiliation Organisations­zuordnung
 

Own Publications Eigene Publikationen

Results 1-20 of 34 (Search time: 0.003 seconds).

PreviewAuthors / EditorsTitleTypeIssue Date
1Cuchiero, Christa ; Keller-Ressel, Martin ; Mayerhofer, Eberhard Affine processes on symmetric conesArtikel Article2016
2Cuchiero, Christa ; Teichmann, Josef Fourier transform methods for pathwise covariance estimation in the presence of jumpsArtikel Article2015
3Cuchiero, Christa ; Teichmann, Josef A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricingArtikel Article2015
4Cuchiero, Christa A convergence result for the Emery topology and insights in the proof of the Fundamental Theorem of Asset PricingPräsentation Presentation2014
5Cuchiero, Christa An HJM approach for multiple yield curvesPräsentation Presentation2014
6Cuchiero, Christa A convergence result for the Émery Topology and a variant of the proof of the Fundamental Theorem of Asset PricingPräsentation Presentation2014
7Cuchiero, Christa A convergence result for the Émery topology and a variant of the proof of the Fundamental Theorem of Asset PricingPräsentation Presentation2014
8Cuchiero, Christa A structural model for electricity forward pricesPräsentation Presentation2014
9Cuchiero, Christa An HJM approach for multiple yield curvesPräsentation Presentation2014
10Cuchiero, Christa An HJM approach for multiple yield curvesPräsentation Presentation2014
11Cuchiero, Christa Fourier transform methods for pathwise covariance estimation in the presence of jumpsPräsentation Presentation2013
12Cuchiero, Christa Fourier Transform Methods for Pathwise Covariance Estimation in the Presence of JumpsPräsentation Presentation2013
13Cuchiero, Christa Affine Processes and their Applications in Mathematical FinancePräsentation Presentation2013
14Cuchiero, Christa Fourier transform methods for path-wise covariance estimation and calibration of affine modelsPräsentation Presentation2013
15Cuchiero, Christa An HJM approach to multiple-curve modelingPräsentation Presentation2013
16Cuchiero, Christa Fourier Transform Methods for pathwise covariance estimation and calibration of stochastic volatility modelsPräsentation Presentation2013
17Cuchiero, Christa Fourier transform methods for pathwise covariance estimation and calibration of stochastic volatility modelsPräsentation Presentation2013
18Cuchiero, Christa ; Teichmann, Josef ; Donati-Martin, Catherine ; Lejay, Antoine ; Rouault, Alain Path Properties and Regularity of Affine Processes on General State SpacesBuchbeitrag Book Contribution 2013
19Cuchiero, Christa An HJM Approach for Multiple Yield CurvesPräsentation Presentation2013
20Cuchiero, Christa An HJM Approach for Multiple Yield CurvesPräsentation Presentation2013

Contributing Publications Mitbeteiligte Publikationen

Results 1-2 of 2 (Search time: 0.003 seconds).

PreviewAuthors / EditorsTitleTypeIssue Date
1Orth Laura-Maria - 2014 - The multidimensional Heston stochastic volatility...pdf.jpgOrth, Laura-Maria The multidimensional Heston stochastic volatility model based on Wishart processesThesis Hochschulschrift 2014
2Polzer Sabine - 2014 - Modellierung von Elektrizitaets-Forwardpreisen.pdf.jpgPolzer, Sabine Modellierung von Elektrizitäts-ForwardpreisenThesis Hochschulschrift 2014