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Christa Cuchiero

19 papers hereh-index 13847 citations29 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author18
  • middle author1

Across the 19 of 19 papers where every author was matched, so the position is known.

fields
  • math.PR8
  • q-fin.CP2
  • q-fin.MF2
  • cs.NE1
  • math.CA1
  • math.OC1
same name
  • Christa Cuchiero — 20 papers, h 14
  • Christa Cuchiero — 2 papers, h 1
  • Christa Cuchiero — 2 papers, h 2
  • Christa Cuchiero — 1 paper, h 1

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20082026
most citedAffine processes on positive semidefinite matrices

121 citations · 190 across the 14 of their papers we have counts for

collaborators
Showing 2022Show all

1 paper · 1 filter

q-fin.RM2022★ 1 cited

Risk measures under model uncertainty: a Bayesian viewpoint

Christa Cuchiero, Guido Gazzani, Irene Klein

We introduce two kinds of risk measures with respect to some reference probability measure, which both allow for a certain order structure and domination property. Analyzing their…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.