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 2 8 11
A Fully Quantization-based Scheme for FBSDEs 0 0 0 0 1 1 2 12
A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds 0 0 0 18 6 7 16 94
A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds 0 1 1 9 1 2 8 210
A change of measure formula for recursive conditional expectations 0 0 0 3 3 3 11 17
A deep solver for BSDEs with jumps 0 0 0 8 0 3 29 53
A deep solver for backward stochastic Volterra integral equations 0 0 0 3 1 2 17 21
A flexible matrix Libor model with smiles 0 0 0 9 0 1 17 100
A general HJM framework for multiple yield curve modeling 0 0 0 11 2 3 18 65
A general HJM framework for multiple yield curve modeling 0 0 0 0 2 3 12 40
A unified approach to xVA with CSA discounting and initial margin 0 1 4 12 2 4 17 44
Affine HJM Framework on $S_{d}^{+}$ and Long-Term Yield 0 0 0 5 1 2 8 46
Affine multiple yield curve models 0 1 2 9 2 4 16 80
An analytic multi-currency model with stochastic volatility and stochastic interest rates 0 0 0 82 1 1 10 211
CBI-time-changed L\'evy processes for multi-currency modeling 0 0 0 4 1 2 8 16
CBI-time-changed Lévy processes 0 0 0 3 0 4 8 20
CBI-time-changed Lévy processes for multi-currency modeling 0 0 0 2 1 1 9 19
Calibration to FX Triangles of the 4/2 Model Under the Benchmark Approach 0 0 0 5 1 1 14 24
Convergence of a Deep BSDE solver with jumps 0 0 2 3 1 1 8 19
Cross Currency Valuation and Hedging in the Multiple Curve Framework 0 0 0 4 2 2 11 29
Cross Currency Valuation and Hedging in the Multiple Curve Framework 0 0 1 6 0 0 12 39
Cross-Currency Heath-Jarrow-Morton Framework in the Multiple-Curve Setting 0 0 1 8 0 1 20 28
Deep Quadratic Hedging 0 0 0 16 1 1 2 3
Deep xVA solver - A neural network based counterparty credit risk management framework 0 0 1 20 2 3 32 144
Deep xVA solver -- A neural network based counterparty credit risk management framework 0 1 1 19 1 3 25 59
Multi-Layer Deep xVA: Structural Credit Models, Measure Changes and Convergence Analysis 0 1 5 7 2 3 25 31
Multiple Yield Curve Modelling with CBI Processes 0 0 0 4 2 2 15 50
Multiple yield curve modelling with CBI processes 0 0 0 0 2 2 7 32
Pricing of counterparty risk and funding with CSA discounting, portfolio effects and initial margin 0 0 0 17 1 3 19 124
Smiles all around: FX joint calibration in a multi-Heston model 0 0 0 24 1 2 7 113
The Long-Term Swap Rate and a General Analysis of Long-Term Interest Rates 0 0 0 9 1 1 6 48
The Wishart short rate model 0 0 0 11 1 1 12 81
The explicit Laplace transform for the Wishart process 0 0 0 24 1 3 7 92
When defaults cannot be hedged: an actuarial approach to xVA calculations via local risk-minimization 0 0 0 2 1 3 9 11
Total Working Papers 0 5 18 358 44 77 445 1,986

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A CHANGE OF MEASURE FORMULA FOR RECURSIVE CONDITIONAL EXPECTATIONS 0 0 0 1 0 0 2 3
A flexible matrix Libor model with smiles 0 0 0 7 16 19 27 102
A fully quantization-based scheme for FBSDEs 0 0 0 0 1 1 6 7
A general HJM framework for multiple yield curve modelling 0 0 0 2 1 2 16 62
Affine multiple yield curve models 0 0 0 4 0 0 13 38
CBI-time-changed Lévy processes 0 0 0 2 0 0 9 13
CBI-time-changed Lévy processes for multi-currency modeling 0 0 0 0 1 1 15 16
COHERENT FOREIGN EXCHANGE MARKET MODELS 0 0 1 9 16 16 26 67
Calibration to FX triangles of the 4/2 model under the benchmark approach 0 0 0 1 1 1 24 33
Deep Quadratic Hedging 0 0 0 0 1 1 3 3
GENERAL ANALYSIS OF LONG-TERM INTEREST RATES 0 0 0 9 0 0 8 67
General closed-form basket option pricing bounds 0 0 0 6 0 1 16 51
Mathematical Modeling and Computation in Finance: With Exercises and Python and Matlab Computer Codes 0 1 8 105 1 3 27 217
Quantization of stochastic volatility models: Numerical tests and an open source implementation 1 2 2 2 1 2 7 8
Smiles all around: FX joint calibration in a multi-Heston model 0 0 1 18 0 1 15 107
THE WISHART SHORT RATE MODEL 0 0 0 1 18 19 33 52
Total Journal Articles 1 3 12 167 57 67 247 846

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10