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Cuchiero, Christa

Statistics Math-Net.Ru
Total publications: 2
Scientific articles: 2
Presentations: 1

Number of views:
This page:121
Abstract pages:605
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References:100

https://www.mathnet.ru/eng/person80949
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Publications in Math-Net.Ru Citations
2020
1. Ch. Cuchiero, I. Klein, J. Teichmann, “A fundamental theorem of asset pricing for continuous time large financial markets in a two filtration setting”, Teor. Veroyatnost. i Primenen., 65:3 (2020),  498–520  mathnet  elib; Theory Probab. Appl., 65:3 (2020), 388–404  isi  scopus 7
2015
2. Ch. Cuchiero, I. Klein, J. Teichmann, “FTAP for large financial markets. A new perspective on the fundamental theorem of asset pricing for large financial markets”, Teor. Veroyatnost. i Primenen., 60:4 (2015),  660–685  mathnet  mathscinet  elib; Theory Probab. Appl., 60:4 (2016), 561–579  isi  scopus 31

Presentations in Math-Net.Ru
1. Fourier transform methods for pathwise covariance estimation in the presence of jumps
Christa Cuchiero
International conference "Advanced Finance and Stochastics"
June 28, 2013 11:30   

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