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 0 1 2 3 10
A Fully Quantization-based Scheme for FBSDEs 0 0 0 1 0 0 0 3
A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds 0 0 1 8 0 1 3 202
A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds 0 0 0 18 0 0 0 78
A change of measure formula for recursive conditional expectations 0 0 0 3 1 1 1 6
A deep solver for BSDEs with jumps 0 0 1 8 1 1 10 24
A flexible matrix Libor model with smiles 0 0 0 9 0 0 5 83
A general HJM framework for multiple yield curve modeling 0 1 1 11 0 1 2 47
A general HJM framework for multiple yield curve modeling 0 0 0 0 0 2 2 27
A unified approach to xVA with CSA discounting and initial margin 0 0 0 8 1 2 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 0 1 63
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 0 1 7
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 0 1 2 9
Calibration to FX Triangles of the 4/2 Model Under the Benchmark Approach 0 0 2 5 0 0 4 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 1 1 18
Deep xVA solver - A neural network based counterparty credit risk management framework 0 0 1 19 1 3 12 111
Deep xVA solver -- A neural network based counterparty credit risk management framework 1 1 1 18 1 1 3 33
Multiple Yield Curve Modelling with CBI Processes 0 0 0 4 0 0 2 35
Multiple yield curve modelling with CBI processes 0 0 0 0 1 1 2 25
Pricing of counterparty risk and funding with CSA discounting, portfolio effects and initial margin 0 1 2 17 4 8 23 103
Smiles all around: FX joint calibration in a multi-Heston model 0 0 0 24 0 0 3 106
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 1 2 69
The explicit Laplace transform for the Wishart process 0 0 0 24 0 0 2 84
Total Working Papers 1 3 11 309 11 26 93 1,500

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 0 0 1 75
A general HJM framework for multiple yield curve modelling 0 0 0 2 0 1 1 46
Affine multiple yield curve models 0 0 0 3 0 1 1 23
COHERENT FOREIGN EXCHANGE MARKET MODELS 0 1 2 8 0 2 4 40
Calibration to FX triangles of the 4/2 model under the benchmark approach 0 0 0 1 0 0 3 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 1 6 97 1 2 22 189
Smiles all around: FX joint calibration in a multi-Heston model 0 0 0 17 1 2 7 92
THE WISHART SHORT RATE MODEL 0 0 0 1 0 0 0 19
Total Journal Articles 1 2 8 151 2 8 41 587

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Statistics updated 2025-08-05