| Deep hedging H Buehler, L Gonon, J Teichmann, B Wood Quantitative Finance 19 (8), 1271-1291, 2019 | 666* | 2019 |
| Affine processes on positive semidefinite matrices C Cuchiero, D Filipović, E Mayerhofer, J Teichmann | 211 | 2011 |
| Polynomial processes and their applications to mathematical finance C Cuchiero, M Keller-Ressel, J Teichmann Finance and Stochastics 16 (4), 711-740, 2012 | 180 | 2012 |
| The proof of Tchakaloff’s theorem C Bayer, J Teichmann Proceedings of the American mathematical society 134 (10), 3035-3040, 2006 | 164 | 2006 |
| How close are the option pricing formulas of Bachelier and Black–Merton–Scholes? W Schachermayer, J Teichmann Mathematical Finance: an international journal of mathematics, statistics …, 2008 | 154 | 2008 |
| A generative adversarial network approach to calibration of local stochastic volatility models C Cuchiero, W Khosrawi, J Teichmann Risks 8 (4), 101, 2020 | 115 | 2020 |
| Existence of invariant manifolds for stochastic equations in infinite dimension D Filipović, J Teichmann Journal of Functional Analysis 197 (2), 398-432, 2003 | 110 | 2003 |
| 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 | 104 | 2020 |
| Affine processes are regular M Keller-Ressel, W Schachermayer, J Teichmann Probability Theory and Related Fields 151 (3), 591-611, 2011 | 101 | 2011 |
| Term structure models driven by Wiener processes and Poisson measures: existence and positivity D Filipović, S Tappe, J Teichmann SIAM Journal on Financial Mathematics 1 (1), 523-554, 2010 | 98 | 2010 |
| On the geometry of the term structure of interest rates D Filipović, J Teichmann Proceedings of the Royal Society of London. Series A: Mathematical, Physical …, 2004 | 92 | 2004 |
| 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 | 88 | 2020 |
| Characterization of optimal transport plans for the Monge-Kantorovich problem W Schachermayer, J Teichmann Proceedings of the American Mathematical Society 137 (2), 519-529, 2009 | 77 | 2009 |
| Jump-diffusions in Hilbert spaces: existence, stability and numerics D Filipović, S Tappe, J Teichmann Stochastics: An International Journal of Probability and Stochastics …, 2010 | 76 | 2010 |
| 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 | 65 | 2021 |
| Neural jump ordinary differential equations: Consistent continuous-time prediction and filtering C Herrera, F Krach, J Teichmann arXiv preprint arXiv:2006.04727, 2020 | 62 | 2020 |
| 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 | 60 | 2016 |
| The affine LIBOR models M Keller‐Ressel, A Papapantoleon, J Teichmann Mathematical Finance: An International Journal of Mathematics, Statistics …, 2013 | 59 | 2013 |
| Large deviations and asymptotic methods in finance PK Friz, J Gatheral, A Gulisashvili, A Jacquier, J Teichmann Springer, 2015 | 58 | 2015 |
| A general proof of the Dybvig-Ingersoll-Ross-Theorem: Long forward rates can never fall F Hubalek, I Klein, J Teichmann arXiv preprint math/0112230, 2001 | 57 | 2001 |
Christa CuchieroUNIVERSITÄT WIENVerified email at UNIVIE.AC.AT
