| Signature-based models: theory and calibration C Cuchiero, G Gazzani, S Svaluto-Ferro SIAM journal on financial mathematics 14 (3), 910-957, 2023 | 32 | 2023 |
| Probability measure-valued polynomial diffusions C Cuchiero, M Larsson, S Svaluto-Ferro | 30 | 2019 |
| Propagation of minimality in the supercooled Stefan problem C Cuchiero, S Rigger, S Svaluto-Ferro The Annals of Applied Probability 33 (2), 1588-1618, 2023 | 24 | 2023 |
| Polynomial jump-diffusions on the unit simplex C Cuchiero, M Larsson, S Svaluto-Ferro | 21 | 2018 |
| Infinite-dimensional polynomial processes C Cuchiero, S Svaluto-Ferro Finance and Stochastics 25 (2), 383-426, 2021 | 20 | 2021 |
| Joint calibration to SPX and VIX options with signature‐based models C Cuchiero, G Gazzani, J Möller, S Svaluto‐Ferro Mathematical Finance, 2023 | 19 | 2023 |
| Controlled measure-valued martingales: a viscosity solution approach AMG Cox, S Källblad, M Larsson, S Svaluto-Ferro The Annals of Applied Probability 34 (2), 1987-2035, 2024 | 17 | 2024 |
| Universal approximation theorems for continuous functions of c\adl\ag paths and L\'evy-type signature models C Cuchiero, F Primavera, S Svaluto-Ferro arXiv preprint arXiv:2208.02293, 2022 | 14 | 2022 |
| Measure-valued affine and polynomial diffusions C Cuchiero, L Di Persio, F Guida, S Svaluto-Ferro Stochastic Processes and their Applications, 104392, 2024 | 12 | 2024 |
| Signature SDEs from an affine and polynomial perspective C Cuchiero, S Svaluto-Ferro, J Teichmann arXiv preprint arXiv:2302.01362, 2023 | 12 | 2023 |
| Existence of probability measure valued jump-diffusions in generalized Wasserstein spaces M Larsson, S Svaluto-Ferro | 5 | 2020 |
| Measure-valued processes for energy markets C Cuchiero, L Di Persio, F Guida, S Svaluto-Ferro arXiv preprint arXiv:2210.09331, 2022 | 4 | 2022 |
| Polynomial Volterra processes EA Jaber, C Cuchiero, L Pelizzari, S Pulido, S Svaluto-Ferro arXiv preprint arXiv:2403.14251, 2024 | 3* | 2024 |
| Probability measure-valued jump-diffusions in finance and related topics S Svaluto-Ferro ETH Zurich, 2018 | 1 | 2018 |
| Special issue on machine learning in finance C Cuchiero, R Hu, S Svaluto‐Ferro, R Xu Mathematical Finance 34 (2), 259-261, 2024 | | 2024 |
