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Finance and stochastics
Research paper series / Swiss Finance Institute
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Polynomial processes and their applications to mathematical finance
Cuchiero, Christa
;
Keller-Ressel, Martin
;
Teichmann, Josef
- In:
Finance and stochastics
16
(
2012
)
4
,
pp. 711-740
Persistent link: https://www.econbiz.de/10009623535
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2
A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing
Cuchiero, Christa
;
Teichmann, Josef
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 743-761
Persistent link: https://www.econbiz.de/10011420460
Saved in:
3
Polynomial processes and their applications to mathematical finance
Cuchiero, Christa
;
Keller-Ressel, Martin
;
Teichmann, Josef
- In:
Finance and stochastics
16
(
2012
)
4
,
pp. 711-741
Persistent link: https://www.econbiz.de/10010019156
Saved in:
4
Rogue traders
Dong, Huayuan
;
Guasoni, Paolo
;
Mayerhofer, Eberhard
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 539-603
Persistent link: https://www.econbiz.de/10014328986
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5
A general HJM framework for multiple yield curve modelling
Cuchiero, Christa
;
Fontana, Claudio
;
Gnoatto, Alessandro
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 267-320
Persistent link: https://www.econbiz.de/10011470672
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6
Infinite-dimensional polynomial processes
Cuchiero, Christa
;
Svaluto-Ferro, Sara
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 383-426
Persistent link: https://www.econbiz.de/10012499741
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7
Universal approximation theorems for continuous functions of càdlàg paths and Lévy-type signature models
Cuchiero, Christa
;
Primavera, Francesca
;
Svaluto-Ferro, Sara
- In:
Finance and stochastics
29
(
2025
)
2
,
pp. 289-342
Persistent link: https://www.econbiz.de/10015394802
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8
A general characterization of one factor affine term structure models
Filipović, Damir
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 389-412
Persistent link: https://www.econbiz.de/10001599299
Saved in:
9
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
10
Optimal capital and risk allocations for law- and cash-invariant convex functions
Filipović, Damir
;
Svindland, Gregor
- In:
Finance and stochastics
12
(
2008
)
3
,
pp. 423
Persistent link: https://www.econbiz.de/10008221081
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