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  • C. Cuchiero, S. Rigger, S. Svaluto-Ferro, Propagation of minimality in the supercooled Stefan problem
    arXiv: 2010:03580 , The Annals of Applied Probability, 2022.
    • E. Abi Jaber, C. Cuchiero, M. Larsson and S. Pulido, A weak solution theory for stochastic Volterra equations of convolution type
      arXiv: 1909:01166 , The Annals of Applied Probability, 3(6):2924–2952, 2021.
      • C. Cuchiero and S. Svaluto-Ferro, Infinite dimensional polynomial processes
        arXiv: 1911:0264 , Finance and Stochastics 25(9):1-44, 2021.
        • C. Cuchiero, L. Gonon, L. Grigoryeva, J.-P. Ortega and J. Teichmann, Discrete-Time Signatures and Randomness in Reservoir Computing
          arXiv:2010.14615, IEEE Transactions on Neural Networks and Learning Systems, 2021.
          • C. Cuchiero, Universal structures in Mathematical Finance, Internationale Mathematische Nachrichten, 08/2020.
            • C. Cuchiero, W. Khosrawi and J. Teichmann , A generative adversarial network approach to calibration of local stochastic volatility models
              arXiv:2005.02505, Risk, 2020.
              • C. Cuchiero, M. Larsson and J. Teichmann , Deep neural networks, generic universal interpolation, and controlled ODEs
                arXiv:1908.07838, SIAM Journal on Mathematics of Data Science, 2(3):901--919, 2020.
                • C. Cuchiero, J. Teichmann, Markovian lifts of positive semidefinite affine Volterra type processes
                  arXiv:1907.01917, Decisions in Economics and Finance, 42(2):407--448, 2019.
                  • C. Cuchiero, M. Larsson and S.Svaluto-Ferro, Probability measure-valued polynomial diffussions
                    arXiv:1807.03229, Electronic Journal of Probability, 2019.
                    • C. Cuchiero, J. Teichmann, Generalized Feller processes and Markovian lifts of stochastic Volterra processes: the affine case
                      arXiv:1804.10450, Journal of Evolution Equations, 1--48, 2020.
                      • C. Cuchiero, Polynomial processes in stochastic portfolio theory
                        arXiv:1705.03647, Stochastic processes and their applications, 129(5):1829-1872, 2019.
                        • C. Cuchiero, I.Klein, J. Teichmann: A fundamental theorem of asset pricing for continuous time large financial markets in a two filtration setting,
                          arXiv:1705.02087, to appear in Theory of Probability and its applications, 2020.