| Affine processes on positive semidefinite matrices C Cuchiero, D Filipović, E Mayerhofer, J Teichmann | 200 | 2011 |
| Polynomial processes and their applications to mathematical finance C Cuchiero, M Keller-Ressel, J Teichmann Finance and Stochastics 16, 711-740, 2012 | 161 | 2012 |
| A generative adversarial network approach to calibration of local stochastic volatility models C Cuchiero, W Khosrawi, J Teichmann Risks 8 (4), 101, 2020 | 78 | 2020 |
| Generalized Feller processes and Markovian lifts of stochastic Volterra processes: the affine case C Cuchiero, J Teichmann Journal of evolution equations 20 (4), 1301-1348, 2020 | 76 | 2020 |
| A general HJM framework for multiple yield curve modelling C Cuchiero, C Fontana, A Gnoatto Finance and Stochastics 20, 267-320, 2016 | 73 | 2016 |
| Deep neural networks, generic universal interpolation, and controlled ODEs C Cuchiero, M Larsson, J Teichmann SIAM Journal on Mathematics of Data Science 2 (3), 901-919, 2020 | 67 | 2020 |
| Affine and polynomial processes C Cuchiero ETH Zurich, 2011 | 53 | 2011 |
| A new perspective on the fundamental theorem of asset pricing for large financial markets C Cuchiero, I Klein, J Teichmann Theory of Probability & Its Applications 60 (4), 561-579, 2016 | 50* | 2016 |
| Discrete-time signatures and randomness in reservoir computing C Cuchiero, L Gonon, L Grigoryeva, JP Ortega, J Teichmann IEEE Transactions on Neural Networks and Learning Systems 33 (11), 6321-6330, 2021 | 43 | 2021 |
| Affine multiple yield curve models C Cuchiero, C Fontana, A Gnoatto Mathematical Finance 29 (2), 568-611, 2019 | 43 | 2019 |
| A weak solution theory for stochastic Volterra equations of convolution type E Abi Jaber, C Cuchiero, M Larsson, S Pulido The Annals of Applied Probability 31 (6), 2924-2952, 2021 | 41 | 2021 |
| Polynomial processes in stochastic portfolio theory C Cuchiero Stochastic processes and their applications 129 (5), 1829-1872, 2019 | 39 | 2019 |
| Fourier transform methods for pathwise covariance estimation in the presence of jumps C Cuchiero, J Teichmann Stochastic processes and their applications 125 (1), 116-160, 2015 | 39 | 2015 |
| Markovian lifts of positive semidefinite affine Volterra-type processes C Cuchiero, J Teichmann Decisions in Economics and Finance 42, 407-448, 2019 | 38 | 2019 |
| Affine processes on symmetric cones C Cuchiero, M Keller-Ressel, E Mayerhofer, J Teichmann Journal of theoretical probability 29, 359-422, 2016 | 38 | 2016 |
| Path properties and regularity of affine processes on general state spaces C Cuchiero, J Teichmann Séminaire de probabilités XLV, 201-244, 2013 | 34 | 2013 |
| Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio C Cuchiero, W Schachermayer, TKL Wong Mathematical Finance 29 (3), 773-803, 2019 | 32 | 2019 |
| Probability measure-valued polynomial diffusions C Cuchiero, M Larsson, S Svaluto-Ferro | 28 | 2019 |
| Signature-based models: theory and calibration C Cuchiero, G Gazzani, S Svaluto-Ferro SIAM journal on financial mathematics 14 (3), 910-957, 2023 | 27 | 2023 |
| Propagation of minimality in the supercooled Stefan problem C Cuchiero, S Rigger, S Svaluto-Ferro The Annals of Applied Probability 33 (2), 1588-1618, 2023 | 20 | 2023 |
