Christa Cuchiero

794 total citations
25 papers, 315 citations indexed

About

Christa Cuchiero is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Christa Cuchiero has authored 25 papers receiving a total of 315 indexed citations (citations by other indexed papers that have themselves been cited), including 19 papers in Finance, 6 papers in Management Science and Operations Research and 6 papers in Economics and Econometrics. Recurrent topics in Christa Cuchiero's work include Stochastic processes and financial applications (18 papers), Financial Risk and Volatility Modeling (9 papers) and Credit Risk and Financial Regulations (4 papers). Christa Cuchiero is often cited by papers focused on Stochastic processes and financial applications (18 papers), Financial Risk and Volatility Modeling (9 papers) and Credit Risk and Financial Regulations (4 papers). Christa Cuchiero collaborates with scholars based in Austria, Italy and Switzerland. Christa Cuchiero's co-authors include Josef Teichmann, Claudio Fontana, Alessandro Gnoatto, Martin Keller‐Ressel, Eberhard Mayerhofer, Walter Schachermayer, Ting‐Kam Leonard Wong, Irene Klein, Damir Filipović and Martin Larsson and has published in prestigious journals such as SIAM Journal on Numerical Analysis, Stochastic Processes and their Applications and Mathematical Finance.

In The Last Decade

Christa Cuchiero

22 papers receiving 297 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Christa Cuchiero Austria	11	263	75	52	41	34	25	315
Bruno Dupire United States	5	232 0.9×	71 0.9×	36 0.7×	47 1.1×	24 0.7×	5	271
Emmanuelle Clément France	7	295 1.1×	80 1.1×	46 0.9×	38 0.9×	54 1.6×	18	332
Craig A. Friedman United States	7	217 0.8×	71 0.9×	60 1.2×	17 0.4×	21 0.6×	38	277
Idris Kharroubi France	13	283 1.1×	85 1.1×	89 1.7×	17 0.4×	82 2.4×	28	353
Martin Keller‐Ressel Germany	11	333 1.3×	68 0.9×	42 0.8×	92 2.2×	51 1.5×	26	385
Stefan Tappe Germany	10	350 1.3×	91 1.2×	64 1.2×	73 1.8×	42 1.2×	32	403
Anatoliy Swishchuk Canada	11	227 0.9×	101 1.3×	24 0.5×	30 0.7×	75 2.2×	71	357
Liming Feng United States	9	407 1.5×	73 1.0×	56 1.1×	22 0.5×	67 2.0×	22	458
Jeannette H. C. Woerner Germany	10	298 1.1×	106 1.4×	43 0.8×	62 1.5×	17 0.5×	23	326
Li‐Hsien Sun Taiwan	8	174 0.7×	91 1.2×	43 0.8×	25 0.6×	22 0.6×	19	259

Countries citing papers authored by Christa Cuchiero

Since Specialization

Citations

This map shows the geographic impact of Christa Cuchiero's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Christa Cuchiero with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Christa Cuchiero more than expected).

Fields of papers citing papers by Christa Cuchiero

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Christa Cuchiero. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Christa Cuchiero. The network helps show where Christa Cuchiero may publish in the future.

Co-authorship network of co-authors of Christa Cuchiero

This figure shows the co-authorship network connecting the top 25 collaborators of Christa Cuchiero. A scholar is included among the top collaborators of Christa Cuchiero based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Christa Cuchiero. Christa Cuchiero is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Cuchiero, Christa, et al.. (2025). Universal approximation theorems for continuous functions of càdlàg paths and Lévy-type signature models. Finance and Stochastics. 29(2). 289–342.

Cuchiero, Christa, et al.. (2024). Implicit and Fully Discrete Approximation of the Supercooled Stefan Problem in the Presence of Blow-Ups. SIAM Journal on Numerical Analysis. 62(3). 1145–1170. 1 indexed citations

Cuchiero, Christa, et al.. (2024). Joint calibration to SPX and VIX options with signature‐based models. Mathematical Finance. 35(1). 161–213. 8 indexed citations

Cuchiero, Christa, et al.. (2024). Measure-valued affine and polynomial diffusions. Stochastic Processes and their Applications. 175. 104392–104392. 2 indexed citations

Cuchiero, Christa, et al.. (2024). Infinite-dimensional Wishart processes. Electronic Journal of Probability. 29(none).

Cuchiero, Christa, et al.. (2023). Model‐free portfolio theory: A rough path approach. Mathematical Finance. 33(3). 709–765. 6 indexed citations

Cuchiero, Christa, et al.. (2023). Risk measures under model uncertainty: A Bayesian viewpoint. 2(4). 438–477. 1 indexed citations

Cuchiero, Christa, et al.. (2023). Propagation of minimality in the supercooled Stefan problem. The Annals of Applied Probability. 33(2). 7 indexed citations

Cuchiero, Christa, et al.. (2023). Signature-Based Models: Theory and Calibration. SIAM Journal on Financial Mathematics. 14(3). 910–957. 13 indexed citations

10.

Jaber, Eduardo Abi, et al.. (2021). A weak solution theory for stochastic Volterra equations of convolution type. The Annals of Applied Probability. 31(6). 17 indexed citations

11.

Cuchiero, Christa, et al.. (2019). Deep Stochastic Portfolio Theory. Alexandria (UniSG) (University of St.Gallen). 1 indexed citations

12.

Cuchiero, Christa, Claudio Fontana, & Alessandro Gnoatto. (2018). Affine multiple yield curve models. Mathematical Finance. 29(2). 568–611. 18 indexed citations

13.

Cuchiero, Christa, Walter Schachermayer, & Ting‐Kam Leonard Wong. (2018). Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio. Mathematical Finance. 29(3). 773–803. 18 indexed citations

14.

Cuchiero, Christa, Claudio Fontana, & Alessandro Gnoatto. (2016). A general HJM framework for multiple yield curve modelling. Finance and Stochastics. 20(2). 267–320. 33 indexed citations

15.

Cuchiero, Christa, Irene Klein, & Josef Teichmann. (2015). Новый взгляд на фундаментальную теорему теории арбитража для больших финансовых рынков. Теория вероятностей и ее применения. 60(4). 660–685. 1 indexed citations

16.

Cuchiero, Christa & Josef Teichmann. (2014). Fourier transform methods for pathwise covariance estimation in the presence of jumps. Stochastic Processes and their Applications. 125(1). 116–160. 22 indexed citations

17.

Cuchiero, Christa, Irene Klein, & Josef Teichmann. (2014). A new perspective on the fundamental theorem of asset pricing for large\n financial markets. arXiv (Cornell University). 16 indexed citations

18.

Cuchiero, Christa, Martin Keller‐Ressel, Eberhard Mayerhofer, & Josef Teichmann. (2014). Affine Processes on Symmetric Cones. Journal of Theoretical Probability. 29(2). 359–422. 10 indexed citations

19.

Cuchiero, Christa, Martin Keller‐Ressel, & Josef Teichmann. (2012). Polynomial processes and their applications to mathematical finance. Finance and Stochastics. 16(4). 711–740. 60 indexed citations

20.

Cuchiero, Christa, Damir Filipović, Eberhard Mayerhofer, & Josef Teichmann. (2009). Affine Processes on Positive Semidefinite Matrices. SSRN Electronic Journal. 19 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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