Access Statistics for Alessandro Gnoatto

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Fully Quantization-based Scheme for FBSDEs 0 0 0 1 0 0 0 3
A Fully Quantization-based Scheme for FBSDEs 0 0 0 0 0 1 3 10
A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds 0 0 0 18 0 0 0 78
A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds 0 0 1 8 0 0 2 202
A change of measure formula for recursive conditional expectations 0 0 0 3 0 1 1 6
A deep solver for BSDEs with jumps 0 0 1 8 0 1 10 24
A flexible matrix Libor model with smiles 0 0 0 9 1 1 6 84
A general HJM framework for multiple yield curve modeling 0 0 0 0 0 1 3 28
A general HJM framework for multiple yield curve modeling 0 0 1 11 0 0 2 47
A unified approach to xVA with CSA discounting and initial margin 0 0 0 8 0 1 3 27
Affine HJM Framework on $S_{d}^{+}$ and Long-Term Yield 0 0 0 5 0 0 1 38
Affine multiple yield curve models 0 0 0 7 0 1 2 64
An analytic multi-currency model with stochastic volatility and stochastic interest rates 0 0 0 82 0 0 1 201
CBI-time-changed L\'evy processes for multi-currency modeling 0 0 0 4 0 1 2 8
CBI-time-changed Lévy processes 0 0 1 3 0 0 1 12
CBI-time-changed Lévy processes for multi-currency modeling 0 0 1 2 1 2 4 11
Calibration to FX Triangles of the 4/2 Model Under the Benchmark Approach 0 0 1 5 0 0 2 10
Cross Currency Valuation and Hedging in the Multiple Curve Framework 0 0 0 5 0 0 2 27
Cross Currency Valuation and Hedging in the Multiple Curve Framework 0 0 0 4 0 0 1 18
Deep xVA solver - A neural network based counterparty credit risk management framework 0 0 1 19 0 2 10 112
Deep xVA solver -- A neural network based counterparty credit risk management framework 0 1 1 18 0 2 4 34
Multiple Yield Curve Modelling with CBI Processes 0 0 0 4 3 3 5 38
Multiple yield curve modelling with CBI processes 0 0 0 0 0 1 2 25
Pricing of counterparty risk and funding with CSA discounting, portfolio effects and initial margin 0 0 1 17 0 6 21 105
Smiles all around: FX joint calibration in a multi-Heston model 0 0 0 24 0 0 2 106
The Long-Term Swap Rate and a General Analysis of Long-Term Interest Rates 0 0 0 9 0 0 1 42
The Wishart short rate model 0 0 0 11 0 0 2 69
The explicit Laplace transform for the Wishart process 0 0 0 24 0 1 3 85
Total Working Papers 0 1 9 309 5 25 96 1,514

Journal Article File Downloads Abstract Views
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 1 1 2 76
A general HJM framework for multiple yield curve modelling 0 0 0 2 1 1 2 47
Affine multiple yield curve models 0 1 1 4 1 3 4 26
COHERENT FOREIGN EXCHANGE MARKET MODELS 0 0 2 8 0 1 5 41
Calibration to FX triangles of the 4/2 model under the benchmark approach 0 0 0 1 0 0 1 9
GENERAL ANALYSIS OF LONG-TERM INTEREST RATES 0 0 0 9 0 0 2 59
General closed-form basket option pricing bounds 0 0 0 6 0 0 0 35
Mathematical Modeling and Computation in Finance: With Exercises and Python and Matlab Computer Codes 1 2 6 98 2 4 22 192
Smiles all around: FX joint calibration in a multi-Heston model 0 0 0 17 0 1 6 92
THE WISHART SHORT RATE MODEL 0 0 0 1 0 0 0 19
Total Journal Articles 1 3 9 153 5 11 44 596

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Statistics updated 2025-10-06