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	1	11
A Fully Quantization-based Scheme for FBSDEs	0	0	0	1	1	2	8	11
A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds	0	0	0	18	0	1	10	88
A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds	0	1	1	9	0	1	7	209
A change of measure formula for recursive conditional expectations	0	0	0	3	0	0	8	14
A deep solver for BSDEs with jumps	0	0	0	8	1	7	29	53
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	0	0	3	11	38
A general HJM framework for multiple yield curve modeling	0	0	0	11	1	2	16	63
A unified approach to xVA with CSA discounting and initial margin	0	1	4	12	0	2	15	42
Affine HJM Framework on $S_{d}^{+}$ and Long-Term Yield	0	0	0	5	0	1	7	45
Affine multiple yield curve models	0	1	2	9	1	4	15	78
An analytic multi-currency model with stochastic volatility and stochastic interest rates	0	0	0	82	0	0	9	210
CBI-time-changed L\'evy processes for multi-currency modeling	0	0	0	4	0	1	8	15
CBI-time-changed Lévy processes	0	0	0	3	1	4	8	20
CBI-time-changed Lévy processes for multi-currency modeling	0	0	0	2	0	0	9	18
Calibration to FX Triangles of the 4/2 Model Under the Benchmark Approach	0	0	0	5	0	0	13	23
Cross Currency Valuation and Hedging in the Multiple Curve Framework	0	0	0	4	0	1	9	27
Cross Currency Valuation and Hedging in the Multiple Curve Framework	0	0	1	6	0	0	12	39
Deep xVA solver - A neural network based counterparty credit risk management framework	0	0	1	20	0	2	31	142
Deep xVA solver -- A neural network based counterparty credit risk management framework	1	1	1	19	1	3	25	58
Multiple Yield Curve Modelling with CBI Processes	0	0	0	4	0	1	13	48
Multiple yield curve modelling with CBI processes	0	0	0	0	0	0	5	30
Pricing of counterparty risk and funding with CSA discounting, portfolio effects and initial margin	0	0	0	17	1	3	20	123
Smiles all around: FX joint calibration in a multi-Heston model	0	0	0	24	0	2	6	112
The Long-Term Swap Rate and a General Analysis of Long-Term Interest Rates	0	0	0	9	0	0	5	47
The Wishart short rate model	0	0	0	11	0	0	11	80
The explicit Laplace transform for the Wishart process	0	0	0	24	0	2	7	91
Total Working Papers	1	4	10	319	7	43	335	1,835

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	2	3	11	86
A general HJM framework for multiple yield curve modelling	0	0	0	2	1	1	15	61
Affine multiple yield curve models	0	0	1	4	0	0	15	38
COHERENT FOREIGN EXCHANGE MARKET MODELS	0	0	1	9	0	0	11	51
Calibration to FX triangles of the 4/2 model under the benchmark approach	0	0	0	1	0	1	23	32
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	1	2	16	51
Mathematical Modeling and Computation in Finance: With Exercises and Python and Matlab Computer Codes	0	1	8	105	1	2	27	216
Smiles all around: FX joint calibration in a multi-Heston model	0	0	1	18	0	2	15	107
THE WISHART SHORT RATE MODEL	0	0	0	1	0	3	15	34
Total Journal Articles	0	1	11	162	5	14	156	743

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Statistics updated 2026-08-07