Access Statistics for Alessandro Gnoatto

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Fully Quantization-based Scheme for FBSDEs	0	0	0	0	0	0	3	11
A Fully Quantization-based Scheme for FBSDEs	0	0	0	1	1	3	6	9
A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds	0	0	0	8	2	2	7	208
A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds	0	0	0	18	2	5	9	87
A change of measure formula for recursive conditional expectations	0	0	0	3	2	3	9	14
A deep solver for BSDEs with jumps	0	0	0	8	3	7	23	46
A flexible matrix Libor model with smiles	0	0	0	9	5	10	16	99
A general HJM framework for multiple yield curve modeling	0	0	0	0	4	5	10	35
A general HJM framework for multiple yield curve modeling	0	0	1	11	1	2	15	61
A unified approach to xVA with CSA discounting and initial margin	0	1	3	11	3	6	15	40
Affine HJM Framework on $S_{d}^{+}$ and Long-Term Yield	0	0	0	5	1	2	6	44
Affine multiple yield curve models	0	1	1	8	1	4	11	74
An analytic multi-currency model with stochastic volatility and stochastic interest rates	0	0	0	82	2	2	9	210
CBI-time-changed L\'evy processes for multi-currency modeling	0	0	0	4	3	3	7	14
CBI-time-changed Lévy processes	0	0	0	3	0	0	4	16
CBI-time-changed Lévy processes for multi-currency modeling	0	0	0	2	0	0	10	18
Calibration to FX Triangles of the 4/2 Model Under the Benchmark Approach	0	0	0	5	3	9	13	23
Cross Currency Valuation and Hedging in the Multiple Curve Framework	0	0	0	4	3	3	9	26
Cross Currency Valuation and Hedging in the Multiple Curve Framework	0	0	1	6	1	6	12	39
Deep xVA solver - A neural network based counterparty credit risk management framework	0	0	1	20	8	12	32	140
Deep xVA solver -- A neural network based counterparty credit risk management framework	0	0	1	18	7	13	23	55
Multiple Yield Curve Modelling with CBI Processes	0	0	0	4	1	1	12	47
Multiple yield curve modelling with CBI processes	0	0	0	0	2	2	6	30
Pricing of counterparty risk and funding with CSA discounting, portfolio effects and initial margin	0	0	1	17	3	4	25	120
Smiles all around: FX joint calibration in a multi-Heston model	0	0	0	24	0	1	4	110
The Long-Term Swap Rate and a General Analysis of Long-Term Interest Rates	0	0	0	9	2	3	5	47
The Wishart short rate model	0	0	0	11	5	6	12	80
The explicit Laplace transform for the Wishart process	0	0	0	24	0	1	5	89
Total Working Papers	0	2	9	315	65	115	318	1,792

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A flexible matrix Libor model with smiles	0	0	0	7	3	3	8	83
A general HJM framework for multiple yield curve modelling	0	0	0	2	2	4	15	60
Affine multiple yield curve models	0	0	1	4	2	2	16	38
COHERENT FOREIGN EXCHANGE MARKET MODELS	0	0	2	9	1	1	13	51
Calibration to FX triangles of the 4/2 model under the benchmark approach	0	0	0	1	5	7	22	31
GENERAL ANALYSIS OF LONG-TERM INTEREST RATES	0	0	0	9	2	2	8	67
General closed-form basket option pricing bounds	0	0	0	6	2	4	14	49
Mathematical Modeling and Computation in Finance: With Exercises and Python and Matlab Computer Codes	0	2	8	104	5	11	27	214
Smiles all around: FX joint calibration in a multi-Heston model	0	1	1	18	1	3	15	105
THE WISHART SHORT RATE MODEL	0	0	0	1	3	6	12	31
Total Journal Articles	0	3	12	161	26	43	150	729

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Statistics updated 2026-05-06